+40.8%
KEY vs BMRN
-16.8%
+57.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | -3.2% | +1.3% | -4.5% | -3.7% |
| 3M | +1.0% | +14.3% | -13.3% | -2.6% |
| 6M | +11.9% | +5.7% | +6.1% | +9.7% |
| YTD | +8.7% | +8.7% | 0.0% | +5.6% |
| 1Y | +18.5% | +14.6% | +3.8% | +12.9% |
| 3Y | +124.0% | -28.3% | +152.3% | +137.2% |
| 5Y | +40.8% | -15.7% | +56.6% | +44.4% |
| All | +40.8% | -16.8% | +57.7% | +44.4% |
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