+223.3%
HOOD vs BMRN
-16.6%
+239.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -7.8% | -1.3% | -6.5% | -7.3% |
| 30D | +18.6% | -6.5% | +25.1% | +22.2% |
| 3M | +22.1% | +18.3% | +3.8% | +12.2% |
| 6M | +43.1% | +8.9% | +34.2% | +36.2% |
| YTD | -0.5% | +10.5% | -11.0% | -6.4% |
| 1Y | -4.4% | +17.5% | -21.9% | -13.4% |
| 3Y | +938.5% | -27.7% | +966.2% | +1,060.0% |
| 5Y | +173.4% | -15.8% | +189.2% | +183.9% |
| All | +223.3% | -16.6% | +239.9% | +274.1% |
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