+126.5%
HSY vs BMRN
-29.6%
+156.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -5.2% | -6.5% | +1.3% | -4.5% |
| 3M | -3.4% | +18.3% | -21.7% | -5.3% |
| 6M | -19.2% | +8.9% | -28.1% | -20.2% |
| YTD | -2.6% | +10.5% | -13.2% | -4.1% |
| 1Y | -3.8% | +17.5% | -21.2% | -6.2% |
| 3Y | -10.6% | -27.7% | +17.1% | -8.7% |
| 5Y | +12.3% | -15.8% | +28.1% | +10.7% |
| All | +126.5% | -29.6% | +156.1% | +116.3% |
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