-43.0%
KHC vs BMRN
-52.5%
+9.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.1% | +1.3% | -1.4% | -0.4% |
| 3M | +8.3% | +14.3% | -5.9% | +5.9% |
| 6M | +5.0% | +5.7% | -0.8% | +3.6% |
| YTD | +8.0% | +8.7% | -0.8% | +6.0% |
| 1Y | -1.1% | +14.6% | -15.7% | -4.2% |
| 3Y | -10.7% | -28.3% | +17.6% | -8.1% |
| 5Y | -13.5% | -15.7% | +2.2% | -15.3% |
| 10Y | -55.4% | -33.7% | -21.7% | -57.1% |
| All | -43.0% | -52.5% | +9.5% | -40.5% |
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