-25.0%
HD vs BMRN
+20.6%
-45.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -3.8% | -1.3% | -2.6% | -3.7% |
| 30D | -9.4% | -6.5% | -2.9% | -9.0% |
| 3M | -4.6% | +18.3% | -22.9% | -5.7% |
| 6M | -10.1% | +8.9% | -19.0% | -11.1% |
| YTD | -8.3% | +10.5% | -18.8% | -9.3% |
| 1Y | -25.0% | +17.5% | -42.5% | -25.4% |
| All | -25.0% | +20.6% | -45.6% | -25.4% |
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