+132.3%
HON vs BMRN
-29.6%
+161.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -13.8% | -6.5% | -7.3% | -12.6% |
| 3M | -11.7% | +18.3% | -29.9% | -15.0% |
| 6M | -18.7% | +8.9% | -27.6% | -20.7% |
| YTD | +0.2% | +10.5% | -10.3% | -2.7% |
| 1Y | -3.1% | +17.5% | -20.5% | -7.6% |
| 3Y | +17.0% | -27.7% | +44.7% | +21.6% |
| 5Y | +2.0% | -15.8% | +17.8% | +0.1% |
| All | +132.3% | -29.6% | +161.9% | +112.4% |
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 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