+72.8%
HCA vs BMRN
-16.0%
+88.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | -1.3% | +6.7% | +5.7% |
| 30D | +3.0% | -6.5% | +9.5% | +4.2% |
| 3M | +13.0% | +18.3% | -5.2% | +9.4% |
| 6M | -20.3% | +8.9% | -29.1% | -21.8% |
| YTD | -8.2% | +10.5% | -18.7% | -10.4% |
| 1Y | +6.7% | +17.5% | -10.8% | +2.6% |
| 3Y | +60.4% | -27.7% | +88.1% | +68.0% |
| All | +72.8% | -16.0% | +88.8% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling