+41.5%
HDB vs BMRN
-29.6%
+71.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.8% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +1.0% | -6.5% | +7.5% | +2.3% |
| 3M | -2.0% | +18.3% | -20.2% | -5.3% |
| 6M | -18.1% | +8.9% | -27.0% | -19.8% |
| YTD | -36.1% | +10.5% | -46.6% | -37.7% |
| 1Y | -34.0% | +17.5% | -51.5% | -36.7% |
| 3Y | -26.7% | -27.7% | +1.0% | -24.1% |
| 5Y | -33.9% | -15.8% | -18.1% | -35.1% |
| All | +41.5% | -29.6% | +71.1% | +38.2% |
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