+152.5%
JPM vs BMRN
-16.0%
+168.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -2.5% | -6.5% | +4.0% | -1.5% |
| 3M | +14.1% | +18.3% | -4.1% | +11.1% |
| 6M | +25.1% | +8.9% | +16.2% | +23.1% |
| YTD | +12.1% | +10.5% | +1.6% | +10.0% |
| 1Y | +18.8% | +17.5% | +1.3% | +15.1% |
| 3Y | +163.4% | -27.7% | +191.1% | +171.4% |
| All | +152.5% | -16.0% | +168.6% | +150.4% |
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 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