+999.0%
HSY vs BMRN
+385.5%
+613.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.3% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -4.2% | +1.3% | -5.5% | -4.3% |
| 3M | -0.7% | +14.3% | -15.0% | -1.7% |
| 6M | -21.8% | +5.7% | -27.5% | -22.2% |
| YTD | -2.7% | +8.7% | -11.4% | -3.4% |
| 1Y | -4.8% | +14.6% | -19.5% | -6.0% |
| 3Y | -9.4% | -28.3% | +19.0% | -8.3% |
| 5Y | +11.3% | -15.7% | +27.0% | +10.7% |
| 10Y | +125.0% | -33.7% | +158.7% | +123.1% |
| All | +999.0% | +385.5% | +613.5% | +844.3% |
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 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