+213.4%
HAS vs BMRN
-31.2%
+244.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +1.4% | +2.1% | -0.8% | +0.9% |
| 30D | +26.3% | +3.8% | +22.5% | +25.1% |
| 3M | +25.6% | -16.5% | +42.1% | +30.9% |
| 6M | +30.3% | +6.9% | +23.4% | +27.4% |
| YTD | +50.4% | -3.7% | +54.1% | +50.6% |
| 1Y | +57.7% | +5.6% | +52.2% | +53.9% |
| 3Y | +213.4% | -31.4% | +244.7% | +201.8% |
| All | +213.4% | -31.2% | +244.6% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling