-55.6%
KHC vs BMRN
-29.6%
-26.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | +1.9% | -6.5% | +8.4% | +3.0% |
| 3M | +3.2% | +18.3% | -15.1% | +0.3% |
| 6M | +10.0% | +8.9% | +1.1% | +8.0% |
| YTD | +6.7% | +10.5% | -3.8% | +4.4% |
| 1Y | -0.9% | +17.5% | -18.4% | -4.5% |
| 3Y | -13.6% | -27.7% | +14.2% | -10.9% |
| 5Y | -12.8% | -15.8% | +2.9% | -14.9% |
| All | -55.6% | -29.6% | -26.0% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling