+40.0%
HLT vs BMRN
+7.6%
+32.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.7% |
| 7D | +3.6% | -2.4% | +5.9% | +3.6% |
| 30D | +14.6% | -0.2% | +14.8% | +14.5% |
| 3M | +13.9% | -6.3% | +20.3% | +14.1% |
| 6M | +18.3% | +5.4% | +12.9% | +17.7% |
| YTD | +28.9% | -5.6% | +34.4% | +29.7% |
| 1Y | +40.0% | +6.3% | +33.8% | +38.9% |
| All | +40.0% | +7.6% | +32.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling