+339.3%
KMB vs BMRN
+399.8%
-60.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | +2.9% | -5.9% | -3.2% |
| 30D | -5.5% | +11.0% | -16.5% | -6.0% |
| 3M | +14.0% | +17.8% | -3.8% | +12.9% |
| 6M | +4.1% | +10.1% | -6.0% | +3.4% |
| YTD | +8.0% | +11.9% | -3.9% | +7.2% |
| 1Y | -13.7% | +17.2% | -31.0% | -14.7% |
| 3Y | -5.9% | -28.5% | +22.5% | -5.0% |
| 5Y | -8.6% | -21.7% | +13.1% | -8.6% |
| 10Y | +17.3% | -30.5% | +47.8% | +16.2% |
| All | +339.3% | +399.8% | -60.4% | +303.3% |
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 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