+3.9%
HYG vs BMRN
+12.9%
-9.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.2% | +2.9% | -3.1% | -0.2% |
| 30D | +0.1% | +11.0% | -11.0% | -0.1% |
| 3M | +0.7% | +17.8% | -17.2% | +0.3% |
| 6M | +1.5% | +10.1% | -8.6% | +1.2% |
| YTD | +2.2% | +11.9% | -9.8% | +1.9% |
| 1Y | +3.9% | +17.2% | -13.3% | +3.7% |
| All | +3.9% | +12.9% | -9.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling