+717.5%
HPE vs BMRN
-40.8%
+758.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.2% |
| 7D | +13.6% | -3.8% | +17.5% | +14.6% |
| 30D | +7.7% | -6.5% | +14.2% | +9.3% |
| 3M | +22.4% | +11.2% | +11.2% | +18.7% |
| 6M | +172.6% | +5.8% | +166.8% | +166.4% |
| YTD | +147.5% | +8.4% | +139.1% | +139.8% |
| 1Y | +151.8% | +15.7% | +136.1% | +138.6% |
| 3Y | +267.1% | -28.6% | +295.6% | +284.5% |
| 5Y | +362.8% | -19.6% | +382.4% | +361.2% |
| 10Y | +540.2% | -31.5% | +571.7% | +507.6% |
| All | +717.5% | -40.8% | +758.3% | +654.6% |
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