+632.0%
HAS vs BMRN
+399.8%
+232.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | +2.9% | -4.7% | -2.2% |
| 30D | +2.3% | +11.0% | -8.8% | +0.7% |
| 3M | +10.4% | +17.8% | -7.5% | +7.8% |
| 6M | -3.2% | +10.1% | -13.3% | -4.8% |
| YTD | +15.4% | +11.9% | +3.5% | +13.2% |
| 1Y | +18.8% | +17.2% | +1.6% | +15.5% |
| 3Y | +43.9% | -28.5% | +72.4% | +48.1% |
| 5Y | +13.9% | -21.7% | +35.6% | +14.6% |
| 10Y | +56.4% | -30.5% | +86.9% | +54.8% |
| All | +632.0% | +399.8% | +232.3% | +395.6% |
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