+1,117.5%
KDP vs BMRN
+79.2%
+1,038.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | +6.0% | +11.0% | -5.1% | +4.4% |
| 3M | +9.2% | +17.8% | -8.6% | +6.7% |
| 6M | +14.7% | +10.1% | +4.6% | +12.8% |
| YTD | +19.2% | +11.9% | +7.2% | +16.8% |
| 1Y | +15.2% | +17.2% | -2.1% | +11.8% |
| 3Y | +6.0% | -28.5% | +34.5% | +8.5% |
| 5Y | +5.4% | -21.7% | +27.1% | +5.1% |
| 10Y | +171.9% | -30.5% | +202.4% | +163.2% |
| All | +1,117.5% | +79.2% | +1,038.3% | +741.8% |
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