+3,740.6%
HUM vs BMRN
+393.4%
+3,347.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | +11.4% | +18.3% | -6.8% | +8.3% |
| 6M | +141.5% | +8.9% | +132.6% | +137.4% |
| YTD | +61.2% | +10.5% | +50.7% | +57.8% |
| 1Y | +49.2% | +17.5% | +31.7% | +44.1% |
| 3Y | -9.0% | -27.7% | +18.7% | -6.3% |
| 5Y | +7.2% | -15.8% | +22.9% | +6.4% |
| 10Y | +152.7% | -30.1% | +182.8% | +149.7% |
| All | +3,740.6% | +393.4% | +3,347.2% | +2,454.3% |
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