+1,352.5%
HD vs BMRN
+338.2%
+1,014.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -1.2% | +2.1% | -3.3% | -1.5% |
| 30D | +20.9% | +5.3% | +15.6% | +19.9% |
| 3M | -0.2% | -16.1% | +16.0% | +2.6% |
| 6M | +14.5% | +10.9% | +3.6% | +12.3% |
| YTD | +4.3% | -1.9% | +6.2% | +4.1% |
| 1Y | -3.5% | +6.2% | -9.7% | -5.2% |
| 3Y | +30.1% | -30.5% | +60.7% | +34.8% |
| 5Y | +8.5% | -28.4% | +36.8% | +10.5% |
| 10Y | +245.3% | -36.2% | +281.5% | +244.5% |
| All | +1,352.5% | +338.2% | +1,014.4% | +921.5% |
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 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