+274.4%
KLAC vs BMRN
-27.2%
+301.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -13.2% | -6.5% | -6.7% | -12.4% |
| 3M | -25.0% | +18.3% | -43.3% | -27.1% |
| 6M | +23.6% | +8.9% | +14.7% | +21.6% |
| YTD | +49.2% | +10.5% | +38.7% | +46.2% |
| 1Y | +89.3% | +17.5% | +71.8% | +82.4% |
| 3Y | +274.4% | -27.7% | +302.1% | +278.3% |
| All | +274.4% | -27.2% | +301.5% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling