-14.1%
KHC vs BMRN
-30.6%
+16.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.5% |
| 7D | +2.0% | +2.1% | -0.1% | +1.8% |
| 30D | +10.6% | +3.8% | +6.8% | +10.2% |
| 3M | +0.5% | -16.5% | +17.0% | +2.0% |
| 6M | +12.1% | +6.9% | +5.2% | +11.2% |
| YTD | +8.9% | -3.7% | +12.6% | +9.0% |
| 1Y | +7.5% | +5.6% | +1.9% | +6.5% |
| 3Y | -10.7% | -31.4% | +20.6% | -9.6% |
| All | -14.1% | -30.6% | +16.5% | -12.4% |
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