+197.3%
JBL vs BMRN
-27.2%
+224.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +2.4% | -1.3% | +3.7% | +2.6% |
| 30D | -13.1% | -6.5% | -6.6% | -12.4% |
| 3M | -15.6% | +18.3% | -33.8% | -17.9% |
| 6M | +24.6% | +8.9% | +15.7% | +22.4% |
| YTD | +39.6% | +10.5% | +29.1% | +36.7% |
| 1Y | +48.6% | +17.5% | +31.1% | +43.6% |
| 3Y | +197.3% | -27.7% | +225.0% | +187.1% |
| All | +197.3% | -27.2% | +224.4% | +187.1% |
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