+876.3%
HALO vs BMRN
-29.6%
+905.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +5.3% | -6.5% | +11.8% | +8.2% |
| 3M | +51.6% | +18.3% | +33.3% | +41.2% |
| 6M | +61.3% | +8.9% | +52.4% | +54.3% |
| YTD | +59.3% | +10.5% | +48.8% | +50.8% |
| 1Y | +38.3% | +17.5% | +20.8% | +26.3% |
| 3Y | +185.9% | -27.7% | +213.6% | +213.0% |
| 5Y | +159.9% | -15.8% | +175.7% | +157.0% |
| All | +876.3% | -29.6% | +905.9% | +885.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling