+358.0%
KMB vs BMRN
+329.9%
+28.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +0.9% | +2.1% | -1.2% | +0.8% |
| 30D | +10.1% | +3.8% | +6.3% | +9.9% |
| 3M | 0.0% | -16.5% | +16.5% | +1.0% |
| 6M | +15.7% | +6.9% | +8.8% | +15.1% |
| YTD | +12.6% | -3.7% | +16.4% | +12.7% |
| 1Y | +10.1% | +5.6% | +4.6% | +9.5% |
| 3Y | +2.1% | -31.4% | +33.5% | +3.5% |
| 5Y | -0.7% | -30.0% | +29.3% | 0.0% |
| 10Y | +38.5% | -37.4% | +75.9% | +38.1% |
| All | +358.0% | +329.9% | +28.1% | +323.9% |
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 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