+116.4%
HPE vs BMRN
+8.7%
+107.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.3% | -5.5% |
| 7D | -17.0% | +2.0% | -19.0% | -16.8% |
| 30D | -26.7% | -0.7% | -26.0% | -26.6% |
| 3M | -4.1% | -5.9% | +1.8% | -4.1% |
| 6M | +75.4% | +3.0% | +72.4% | +73.0% |
| YTD | +111.0% | -3.9% | +114.9% | +109.1% |
| 1Y | +116.4% | +8.8% | +107.7% | +109.1% |
| All | +116.4% | +8.7% | +107.7% | +109.1% |
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 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