+2,377.4%
KNX vs BMRN
+393.4%
+1,984.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -4.4% | -6.5% | +2.1% | -3.4% |
| 3M | -17.3% | +18.3% | -35.6% | -19.6% |
| 6M | +22.6% | +8.9% | +13.7% | +20.4% |
| YTD | +31.1% | +10.5% | +20.6% | +28.4% |
| 1Y | +60.2% | +17.5% | +42.7% | +54.7% |
| 3Y | +35.8% | -27.7% | +63.5% | +39.9% |
| 5Y | +38.9% | -15.8% | +54.7% | +38.2% |
| 10Y | +166.5% | -30.1% | +196.6% | +161.1% |
| All | +2,377.4% | +393.4% | +1,984.0% | +1,582.8% |
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