-62.2%
JD vs BMRN
-28.4%
-33.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.4% |
| 7D | +0.4% | +2.1% | -1.7% | -0.4% |
| 30D | +4.2% | +5.3% | -1.1% | +2.1% |
| 3M | -12.8% | -16.1% | +3.4% | -7.2% |
| 6M | -8.8% | +10.9% | -19.7% | -13.4% |
| YTD | +0.5% | -1.9% | +2.3% | -0.3% |
| 1Y | -8.8% | +6.2% | -14.9% | -13.1% |
| 3Y | +18.6% | -30.5% | +49.1% | +31.0% |
| 5Y | -62.2% | -28.4% | -33.9% | -61.1% |
| All | -62.2% | -28.4% | -33.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling