+6.2%
HD vs BMRN
-18.1%
+24.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.8% | -3.8% | +2.0% | -1.2% |
| 30D | -10.8% | -6.5% | -4.4% | -9.9% |
| 3M | -2.7% | +11.2% | -13.9% | -4.5% |
| 6M | -10.3% | +5.8% | -16.1% | -11.4% |
| YTD | -7.8% | +8.4% | -16.2% | -9.4% |
| 1Y | -23.1% | +15.7% | -38.8% | -25.6% |
| 3Y | +2.0% | -28.6% | +30.6% | +6.1% |
| 5Y | +6.2% | -19.6% | +25.8% | +8.8% |
| All | +6.2% | -18.1% | +24.3% | +8.8% |
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