-7.2%
JD vs BMRN
-28.6%
+21.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | -3.0% | -3.8% | +0.8% | -2.3% |
| 30D | -19.3% | -6.5% | -12.8% | -18.3% |
| 3M | -6.0% | +11.2% | -17.2% | -7.9% |
| 6M | +1.8% | +5.8% | -4.0% | +0.5% |
| YTD | -2.6% | +8.4% | -10.9% | -4.4% |
| 1Y | -17.4% | +15.7% | -33.1% | -20.3% |
| All | -7.2% | -28.6% | +21.4% | 0.0% |
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 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