+52.4%
JD vs BMRN
+1.9%
+50.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -4.1% | +2.1% | -6.3% | -4.8% |
| 30D | +4.6% | +3.8% | +0.8% | +3.3% |
| 3M | -4.7% | -16.5% | +11.7% | +0.4% |
| 6M | -17.4% | +6.9% | -24.2% | -19.9% |
| YTD | +0.7% | -3.7% | +4.4% | +0.6% |
| 1Y | -5.9% | +5.6% | -11.4% | -9.3% |
| 3Y | +18.9% | -31.4% | +50.2% | +28.2% |
| 5Y | -62.9% | -30.0% | -33.0% | -60.4% |
| 10Y | +32.5% | -37.4% | +69.9% | +34.2% |
| All | +52.4% | +1.9% | +50.5% | +45.8% |
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