+90.1%
KEYS vs BMRN
-16.0%
+106.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | -4.5% | -6.5% | +2.0% | -3.0% |
| 3M | -0.4% | +18.3% | -18.7% | -5.3% |
| 6M | +19.1% | +8.9% | +10.2% | +15.4% |
| YTD | +66.7% | +10.5% | +56.1% | +60.3% |
| 1Y | +96.5% | +17.5% | +79.0% | +84.5% |
| 3Y | +155.2% | -27.7% | +182.9% | +170.2% |
| All | +90.1% | -16.0% | +106.1% | +88.0% |
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