+1,277.5%
JPM vs BMRN
+385.5%
+892.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.1% | +1.3% | -2.4% | -1.5% |
| 3M | +14.1% | +14.3% | -0.1% | +11.1% |
| 6M | +23.3% | +5.7% | +17.6% | +21.5% |
| YTD | +11.3% | +8.7% | +2.5% | +8.9% |
| 1Y | +23.0% | +14.6% | +8.4% | +18.6% |
| 3Y | +162.6% | -28.3% | +190.9% | +171.1% |
| 5Y | +152.8% | -15.7% | +168.5% | +149.5% |
| 10Y | +583.6% | -33.7% | +617.3% | +573.2% |
| All | +1,277.5% | +385.5% | +892.0% | +726.4% |
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