+51.3%
HBAN vs BMRN
+392.1%
-340.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | -5.9% | -5.8% | 0.0% | -4.8% |
| 3M | +0.2% | +16.6% | -16.4% | -2.9% |
| 6M | +6.6% | +7.6% | -0.9% | +4.6% |
| YTD | -1.7% | +10.2% | -11.9% | -4.2% |
| 1Y | -1.7% | +20.2% | -21.9% | -6.2% |
| 3Y | +74.9% | -27.4% | +102.3% | +81.0% |
| 5Y | +36.0% | -16.0% | +51.9% | +35.1% |
| 10Y | +156.9% | -30.3% | +187.2% | +151.7% |
| All | +51.3% | +392.1% | -340.8% | +2.6% |
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