+2,417.6%
HALO vs BMRN
+728.2%
+1,689.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -3.4% | -1.4% | -2.0% | -2.8% |
| 30D | +4.3% | -5.8% | +10.1% | +7.1% |
| 3M | +51.8% | +16.6% | +35.1% | +41.2% |
| 6M | +57.8% | +7.6% | +50.2% | +50.9% |
| YTD | +59.0% | +10.2% | +48.8% | +49.7% |
| 1Y | +41.2% | +20.2% | +21.0% | +26.1% |
| 3Y | +177.8% | -27.4% | +205.2% | +204.3% |
| 5Y | +159.5% | -16.0% | +175.4% | +156.3% |
| 10Y | +963.6% | -30.3% | +993.9% | +933.4% |
| All | +2,417.6% | +728.2% | +1,689.5% | +991.0% |
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 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