+243.8%
HPQ vs BMRN
-29.6%
+273.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.3% |
| 7D | +9.8% | -1.3% | +11.0% | +10.2% |
| 30D | +22.4% | -6.5% | +28.8% | +24.6% |
| 3M | +45.2% | +18.3% | +26.9% | +38.3% |
| 6M | +96.4% | +8.9% | +87.5% | +90.7% |
| YTD | +65.4% | +10.5% | +54.9% | +59.6% |
| 1Y | +31.6% | +17.5% | +14.1% | +23.9% |
| 3Y | +37.0% | -27.7% | +64.7% | +44.3% |
| 5Y | +53.0% | -15.8% | +68.8% | +50.4% |
| All | +243.8% | -29.6% | +273.5% | +232.1% |
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