+210.1%
HIMS vs BMRN
-16.0%
+226.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -8.2% | -6.5% | -1.7% | -5.0% |
| 3M | -4.7% | +18.3% | -23.0% | -12.7% |
| 6M | +6.3% | +8.9% | -2.6% | +1.0% |
| YTD | -15.3% | +10.5% | -25.8% | -20.8% |
| 1Y | -46.9% | +17.5% | -64.3% | -52.5% |
| 3Y | +321.3% | -27.7% | +349.0% | +379.3% |
| All | +210.1% | -16.0% | +226.2% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling