+161.6%
HALO vs BMRN
-16.0%
+177.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +5.3% | -6.5% | +11.8% | +7.9% |
| 3M | +51.6% | +18.3% | +33.3% | +42.6% |
| 6M | +61.3% | +8.9% | +52.4% | +55.4% |
| YTD | +59.3% | +10.5% | +48.8% | +52.2% |
| 1Y | +38.3% | +17.5% | +20.8% | +28.1% |
| 3Y | +185.9% | -27.7% | +213.6% | +209.8% |
| All | +161.6% | -16.0% | +177.6% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling