+11,033.5%
KLAC vs BMRN
+383.8%
+10,649.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +6.2% | -3.8% | +10.0% | +7.1% |
| 30D | -5.0% | -6.5% | +1.5% | -3.6% |
| 3M | -14.4% | +11.2% | -25.6% | -17.1% |
| 6M | +28.3% | +5.8% | +22.5% | +25.3% |
| YTD | +51.1% | +8.4% | +42.7% | +46.3% |
| 1Y | +100.4% | +15.7% | +84.7% | +89.9% |
| 3Y | +276.3% | -28.6% | +304.9% | +292.5% |
| 5Y | +452.1% | -19.6% | +471.7% | +455.9% |
| 10Y | +2,986.0% | -31.5% | +3,017.5% | +2,989.4% |
| All | +11,033.5% | +383.8% | +10,649.7% | +5,366.1% |
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