+164.9%
HAL vs BMRN
+399.8%
-234.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +2.9% | +2.9% | +0.1% | +2.4% |
| 30D | +17.0% | +11.0% | +6.0% | +14.9% |
| 3M | -9.7% | +17.8% | -27.5% | -12.3% |
| 6M | +8.6% | +10.1% | -1.5% | +6.2% |
| YTD | +33.0% | +11.9% | +21.0% | +29.4% |
| 1Y | +68.3% | +17.2% | +51.1% | +61.7% |
| 3Y | +0.1% | -28.5% | +28.6% | +3.0% |
| 5Y | +102.6% | -21.7% | +124.3% | +102.7% |
| 10Y | +3.8% | -30.5% | +34.3% | +3.9% |
| All | +164.9% | +399.8% | -234.9% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling