+3,652.6%
HDB vs BMRN
+391.5%
+3,261.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -2.4% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -4.9% | +1.3% | -6.2% | -5.3% |
| 3M | -2.3% | +14.3% | -16.6% | -5.1% |
| 6M | -23.7% | +5.7% | -29.5% | -24.9% |
| YTD | -38.5% | +8.7% | -47.2% | -39.9% |
| 1Y | -36.5% | +14.6% | -51.1% | -38.9% |
| 3Y | -28.5% | -28.3% | -0.1% | -25.9% |
| 5Y | -37.4% | -15.7% | -21.6% | -38.2% |
| 10Y | +34.0% | -33.7% | +67.7% | +30.8% |
| All | +3,652.6% | +391.5% | +3,261.1% | +2,176.4% |
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 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