+2,258.9%
HUBB vs BMRN
+392.1%
+1,866.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -12.7% | -5.8% | -6.9% | -12.0% |
| 3M | -2.9% | +16.6% | -19.6% | -5.3% |
| 6M | -4.8% | +7.6% | -12.4% | -6.2% |
| YTD | +2.8% | +10.2% | -7.5% | +0.8% |
| 1Y | +3.5% | +20.2% | -16.7% | -0.1% |
| 3Y | +43.5% | -27.4% | +70.9% | +47.1% |
| 5Y | +154.2% | -16.0% | +170.2% | +152.6% |
| 10Y | +434.0% | -30.3% | +464.4% | +426.5% |
| All | +2,258.9% | +392.1% | +1,866.8% | +1,559.4% |
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