+248.6%
HD vs BMRN
-37.6%
+286.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +1.5% | +2.1% | -0.6% | +1.1% |
| 30D | +18.0% | +3.8% | +14.2% | +17.1% |
| 3M | +2.8% | -16.5% | +19.3% | +6.6% |
| 6M | +17.0% | +6.9% | +10.1% | +14.8% |
| YTD | +3.5% | -3.7% | +7.2% | +3.7% |
| 1Y | -2.6% | +5.6% | -8.1% | -4.8% |
| 3Y | +30.7% | -31.4% | +62.1% | +37.6% |
| 5Y | +6.2% | -30.0% | +36.2% | +9.0% |
| All | +248.6% | -37.6% | +286.2% | +235.5% |
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