+28.3%
KLAC vs BMRN
+5.7%
+22.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.3% |
| 7D | +6.2% | -3.8% | +10.0% | +5.5% |
| 30D | -5.0% | -6.5% | +1.5% | -6.1% |
| 3M | -14.4% | +11.2% | -25.6% | -12.1% |
| 6M | +28.3% | +5.8% | +22.5% | +35.9% |
| All | +28.3% | +5.7% | +22.6% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling