+588.2%
HBM vs BMRN
-29.6%
+617.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -4.8% | -6.5% | +1.7% | -2.8% |
| 3M | -0.4% | +18.3% | -18.7% | -6.6% |
| 6M | +17.9% | +8.9% | +9.0% | +13.2% |
| YTD | +33.7% | +10.5% | +23.2% | +27.5% |
| 1Y | +95.6% | +17.5% | +78.1% | +81.0% |
| 3Y | +458.1% | -27.7% | +485.8% | +491.8% |
| 5Y | +329.0% | -15.8% | +344.8% | +318.0% |
| All | +588.2% | -29.6% | +617.8% | +539.8% |
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 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