+589.9%
HBM vs BMRN
+242.1%
+347.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -0.4% | +18.3% | -18.7% | -6.2% |
| 6M | +17.9% | +8.9% | +9.0% | +13.5% |
| YTD | +33.7% | +10.5% | +23.2% | +27.9% |
| 1Y | +95.6% | +17.5% | +78.1% | +82.0% |
| 3Y | +458.1% | -27.7% | +485.8% | +488.3% |
| 5Y | +329.0% | -15.8% | +344.8% | +321.5% |
| 10Y | +588.2% | -30.1% | +618.4% | +567.2% |
| All | +589.9% | +242.1% | +347.8% | +195.7% |
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