+514.7%
HON vs BMRN
+392.1%
+122.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -2.6% | -1.4% | -1.2% | -2.4% |
| 30D | -11.9% | -5.8% | -6.1% | -11.1% |
| 3M | -6.1% | +16.6% | -22.7% | -8.5% |
| 6M | -19.2% | +7.6% | -26.8% | -20.4% |
| YTD | +0.2% | +10.2% | -10.1% | -1.9% |
| 1Y | -1.5% | +20.2% | -21.7% | -5.1% |
| 3Y | +17.9% | -27.4% | +45.3% | +21.2% |
| 5Y | +1.9% | -16.0% | +17.9% | +1.2% |
| 10Y | +135.2% | -30.3% | +165.5% | +131.2% |
| All | +514.7% | +392.1% | +122.6% | +284.2% |
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