+256.9%
HL vs BMRN
-29.6%
+286.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | +9.3% | -6.5% | +15.8% | +11.7% |
| 3M | +32.0% | +18.3% | +13.7% | +25.1% |
| 6M | -6.4% | +8.9% | -15.3% | -9.4% |
| YTD | +3.1% | +10.5% | -7.4% | -0.7% |
| 1Y | +77.6% | +17.5% | +60.1% | +66.3% |
| 3Y | +392.8% | -27.7% | +420.5% | +427.4% |
| 5Y | +234.1% | -15.8% | +249.9% | +231.1% |
| All | +256.9% | -29.6% | +286.5% | +244.7% |
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