+458.1%
HBM vs BMRN
-27.2%
+485.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -4.8% | -6.5% | +1.7% | -3.8% |
| 3M | -0.4% | +18.3% | -18.7% | -3.5% |
| 6M | +17.9% | +8.9% | +9.0% | +15.6% |
| YTD | +33.7% | +10.5% | +23.2% | +30.6% |
| 1Y | +95.6% | +17.5% | +78.1% | +88.3% |
| 3Y | +458.1% | -27.7% | +485.8% | +476.1% |
| All | +458.1% | -27.2% | +485.3% | +476.1% |
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