+294.5%
KEEL vs BMRN
-9.4%
+303.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.6% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +0.8% | -6.5% | +7.3% | +4.1% |
| 3M | -35.3% | +18.3% | -53.6% | -42.1% |
| 6M | +59.4% | +8.9% | +50.5% | +47.8% |
| YTD | +51.9% | +10.5% | +41.4% | +38.6% |
| 1Y | +75.0% | +17.5% | +57.5% | +53.1% |
| 3Y | +224.5% | -27.7% | +252.3% | +263.4% |
| 5Y | -35.9% | -15.8% | -20.1% | -30.3% |
| All | +294.5% | -9.4% | +303.9% | +215.9% |
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