+495.4%
INTC vs BMRN
+383.8%
+111.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +18.0% | -3.8% | +21.8% | +18.9% |
| 30D | +8.9% | -6.5% | +15.4% | +10.3% |
| 3M | -1.6% | +11.2% | -12.8% | -4.3% |
| 6M | +133.1% | +5.8% | +127.3% | +127.9% |
| YTD | +187.9% | +8.4% | +179.5% | +179.8% |
| 1Y | +334.7% | +15.7% | +319.0% | +315.0% |
| 3Y | +184.2% | -28.6% | +212.8% | +196.0% |
| 5Y | +116.0% | -19.6% | +135.6% | +117.2% |
| 10Y | +270.0% | -31.5% | +301.5% | +269.2% |
| All | +495.4% | +383.8% | +111.5% | +177.5% |
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