+9.0%
HCA vs BMRN
+8.7%
+0.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.7% | +9.9% |
| 7D | +10.2% | +2.0% | +8.2% | +9.9% |
| 30D | +17.4% | -0.7% | +18.1% | +17.4% |
| 3M | +27.7% | -5.9% | +33.6% | +28.0% |
| 6M | +20.0% | +3.0% | +17.0% | +19.4% |
| YTD | +10.0% | -3.9% | +13.8% | +9.7% |
| 1Y | +9.0% | +8.8% | +0.2% | +7.2% |
| All | +9.0% | +8.7% | +0.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling