+319.0%
HIG vs BMRN
+392.1%
-73.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -1.2% | -5.8% | +4.6% | +0.1% |
| 3M | +6.3% | +16.6% | -10.3% | +2.3% |
| 6M | +0.6% | +7.6% | -7.0% | -1.9% |
| YTD | +0.6% | +10.2% | -9.6% | -2.6% |
| 1Y | +6.1% | +20.2% | -14.1% | 0.0% |
| 3Y | +102.0% | -27.4% | +129.3% | +109.3% |
| 5Y | +119.2% | -16.0% | +135.2% | +115.0% |
| 10Y | +312.5% | -30.3% | +342.8% | +296.4% |
| All | +319.0% | +392.1% | -73.1% | +148.0% |
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