+1,005.3%
JNJ vs BMRN
+383.8%
+621.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -3.0% | -3.8% | +0.9% | -2.7% |
| 30D | +2.5% | -6.5% | +9.0% | +3.0% |
| 3M | +13.2% | +11.2% | +2.0% | +12.3% |
| 6M | +11.3% | +5.8% | +5.5% | +10.6% |
| YTD | +31.1% | +8.4% | +22.8% | +30.1% |
| 1Y | +54.3% | +15.7% | +38.7% | +52.0% |
| 3Y | +81.1% | -28.6% | +109.7% | +83.8% |
| 5Y | +82.7% | -19.6% | +102.3% | +82.6% |
| 10Y | +196.5% | -31.5% | +228.0% | +193.6% |
| All | +1,005.3% | +383.8% | +621.5% | +817.4% |
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