+56.0%
HAS vs BMRN
-33.1%
+89.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -4.8% | -3.8% | -1.0% | -4.0% |
| 30D | -5.1% | -6.5% | +1.4% | -3.7% |
| 3M | +6.4% | +11.2% | -4.8% | +3.6% |
| 6M | -5.6% | +5.8% | -11.4% | -7.4% |
| YTD | +11.0% | +8.4% | +2.6% | +8.2% |
| 1Y | +16.8% | +15.7% | +1.1% | +11.6% |
| 3Y | +44.0% | -28.6% | +72.6% | +50.5% |
| 5Y | +11.0% | -19.6% | +30.6% | +10.6% |
| 10Y | +56.0% | -31.5% | +87.5% | +50.0% |
| All | +56.0% | -33.1% | +89.1% | +50.0% |
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