+52.1%
JD vs BMRN
+3.8%
+48.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.3% |
| 7D | +0.4% | +2.1% | -1.7% | -0.3% |
| 30D | +4.2% | +5.3% | -1.1% | +2.4% |
| 3M | -12.8% | -16.1% | +3.4% | -8.1% |
| 6M | -8.8% | +10.9% | -19.7% | -12.6% |
| YTD | +0.5% | -1.9% | +2.3% | -0.2% |
| 1Y | -8.8% | +6.2% | -14.9% | -12.2% |
| 3Y | +18.6% | -30.5% | +49.1% | +27.4% |
| 5Y | -62.2% | -28.4% | -33.9% | -59.9% |
| 10Y | +32.2% | -36.2% | +68.4% | +33.1% |
| All | +52.1% | +3.8% | +48.2% | +44.7% |
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