+54.3%
JD vs BMRN
+18.4%
+35.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | +2.9% | -4.5% | -2.6% |
| 30D | -13.2% | +11.0% | -24.2% | -16.0% |
| 3M | -3.2% | +17.8% | -21.0% | -8.2% |
| 6M | +15.2% | +10.1% | +5.1% | +11.0% |
| YTD | +2.0% | +11.9% | -10.0% | -2.5% |
| 1Y | -5.4% | +17.2% | -22.6% | -11.6% |
| 3Y | -9.1% | -28.5% | +19.4% | -3.2% |
| 5Y | -59.6% | -21.7% | -37.9% | -58.4% |
| 10Y | +26.2% | -30.5% | +56.7% | +23.5% |
| All | +54.3% | +18.4% | +35.9% | +41.3% |
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