+1,227.4%
HD vs BMRN
+399.8%
+827.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +2.9% | -4.9% | -2.5% |
| 30D | -8.4% | +11.0% | -19.5% | -10.0% |
| 3M | +4.3% | +17.8% | -13.5% | +1.6% |
| 6M | -11.1% | +10.1% | -21.2% | -12.8% |
| YTD | -4.7% | +11.9% | -16.6% | -6.8% |
| 1Y | -19.8% | +17.2% | -37.0% | -22.5% |
| 3Y | +4.1% | -28.5% | +32.6% | +7.2% |
| 5Y | +10.3% | -21.7% | +32.0% | +10.6% |
| 10Y | +203.2% | -30.5% | +233.7% | +197.9% |
| All | +1,227.4% | +399.8% | +827.7% | +814.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling