+198.8%
JCI vs BMRN
+385.5%
-186.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +1.4% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | -3.8% | +1.3% | -5.1% | -4.2% |
| 3M | +1.9% | +14.3% | -12.4% | -0.4% |
| 6M | +11.2% | +5.7% | +5.5% | +9.7% |
| YTD | +22.9% | +8.7% | +14.2% | +20.6% |
| 1Y | +37.4% | +14.6% | +22.7% | +33.2% |
| 3Y | +167.8% | -28.3% | +196.2% | +175.3% |
| 5Y | +115.0% | -15.7% | +130.8% | +114.0% |
| 10Y | +325.3% | -33.7% | +359.0% | +322.1% |
| All | +198.8% | +385.5% | -186.7% | +101.3% |
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