+1,736.3%
JBL vs BMRN
+383.8%
+1,352.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +4.0% | -3.8% | +7.8% | +4.9% |
| 30D | -7.5% | -6.5% | -1.0% | -6.1% |
| 3M | -14.1% | +11.2% | -25.3% | -16.6% |
| 6M | +25.9% | +5.8% | +20.1% | +23.2% |
| YTD | +36.7% | +8.4% | +28.3% | +32.7% |
| 1Y | +49.0% | +15.7% | +33.3% | +41.8% |
| 3Y | +191.8% | -28.6% | +220.4% | +204.3% |
| 5Y | +409.8% | -19.6% | +429.4% | +408.4% |
| 10Y | +1,509.2% | -31.5% | +1,540.7% | +1,475.6% |
| All | +1,736.3% | +383.8% | +1,352.5% | +771.0% |
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 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