-61.6%
JD vs BMRN
-18.1%
-43.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | -3.0% | -3.8% | +0.8% | -1.6% |
| 30D | -19.3% | -6.5% | -12.8% | -17.4% |
| 3M | -6.0% | +11.2% | -17.2% | -9.9% |
| 6M | +1.8% | +5.8% | -4.0% | -1.1% |
| YTD | -2.6% | +8.4% | -10.9% | -6.5% |
| 1Y | -17.4% | +15.7% | -33.1% | -23.5% |
| 3Y | -8.6% | -28.6% | +20.0% | +1.2% |
| 5Y | -61.6% | -19.6% | -42.0% | -60.2% |
| All | -61.6% | -18.1% | -43.5% | -60.2% |
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