+206.4%
HD vs BMRN
-29.6%
+236.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -3.8% | -1.3% | -2.6% | -3.6% |
| 30D | -9.4% | -6.5% | -2.9% | -8.2% |
| 3M | -4.6% | +18.3% | -22.9% | -8.0% |
| 6M | -10.1% | +8.9% | -19.0% | -12.0% |
| YTD | -8.3% | +10.5% | -18.8% | -10.7% |
| 1Y | -25.0% | +17.5% | -42.5% | -28.3% |
| 3Y | +1.5% | -27.7% | +29.3% | +5.6% |
| 5Y | +5.6% | -15.8% | +21.3% | +4.1% |
| All | +206.4% | -29.6% | +236.0% | +185.1% |
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 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