-91.5%
HTZ vs BMRN
-20.1%
-71.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +7.5% | +2.9% | +4.6% | +6.6% |
| 30D | +47.4% | +11.0% | +36.4% | +43.4% |
| 3M | -54.9% | +17.8% | -72.7% | -57.0% |
| 6M | -47.0% | +10.1% | -57.1% | -48.6% |
| YTD | -55.3% | +11.9% | -67.2% | -56.9% |
| 1Y | -57.6% | +17.2% | -74.9% | -60.0% |
| 3Y | -86.6% | -28.5% | -58.1% | -85.5% |
| 5Y | -86.1% | -21.7% | -64.4% | -86.6% |
| All | -91.5% | -20.1% | -71.4% | -92.1% |
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 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