+220.6%
HPQ vs BMRN
+392.1%
-171.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | +13.7% | -5.8% | +19.5% | +14.9% |
| 3M | +33.9% | +16.6% | +17.2% | +30.1% |
| 6M | +80.9% | +7.6% | +73.3% | +78.0% |
| YTD | +52.6% | +10.2% | +42.3% | +49.3% |
| 1Y | +21.2% | +20.2% | +1.0% | +16.2% |
| 3Y | +26.9% | -27.4% | +54.2% | +31.2% |
| 5Y | +41.1% | -16.0% | +57.1% | +40.9% |
| 10Y | +229.6% | -30.3% | +259.9% | +227.4% |
| All | +220.6% | +392.1% | -171.5% | +84.9% |
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