-9.0%
HUM vs BMRN
-27.2%
+18.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.1% | -1.3% | +3.3% | +2.3% |
| 30D | +5.4% | -6.5% | +11.9% | +6.5% |
| 3M | +11.4% | +18.3% | -6.8% | +8.2% |
| 6M | +141.5% | +8.9% | +132.6% | +137.2% |
| YTD | +61.2% | +10.5% | +50.7% | +57.8% |
| 1Y | +49.2% | +17.5% | +31.7% | +44.2% |
| 3Y | -9.0% | -27.7% | +18.7% | -7.0% |
| All | -9.0% | -27.2% | +18.1% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling