+38.7%
KNX vs BMRN
-16.0%
+54.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -4.4% | -6.5% | +2.1% | -3.2% |
| 3M | -17.3% | +18.3% | -35.6% | -20.3% |
| 6M | +22.6% | +8.9% | +13.7% | +19.9% |
| YTD | +31.1% | +10.5% | +20.6% | +27.7% |
| 1Y | +60.2% | +17.5% | +42.7% | +53.1% |
| 3Y | +35.8% | -27.7% | +63.5% | +41.8% |
| All | +38.7% | -16.0% | +54.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling