+113.7%
KLAC vs BMRN
+12.9%
+100.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.3% |
| 7D | +5.7% | +2.9% | +2.9% | +5.9% |
| 30D | -3.6% | +11.0% | -14.7% | -3.1% |
| 3M | -12.8% | +17.8% | -30.6% | -12.4% |
| 6M | +26.1% | +10.1% | +16.0% | +27.0% |
| YTD | +53.3% | +11.9% | +41.4% | +54.5% |
| 1Y | +113.7% | +17.2% | +96.4% | +118.9% |
| All | +113.7% | +12.9% | +100.7% | +118.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling