+396.0%
HPE vs BMRN
-16.0%
+412.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.2% | +12.4% |
| 7D | +19.4% | -1.3% | +20.7% | +19.6% |
| 30D | +5.6% | -6.5% | +12.1% | +7.0% |
| 3M | +33.1% | +18.3% | +14.8% | +27.7% |
| 6M | +192.5% | +8.9% | +183.6% | +184.8% |
| YTD | +160.9% | +10.5% | +150.4% | +152.6% |
| 1Y | +155.0% | +17.5% | +137.5% | +142.0% |
| 3Y | +289.4% | -27.7% | +317.1% | +307.3% |
| All | +396.0% | -16.0% | +412.0% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling