+487.5%
KO vs BMRN
+392.1%
+95.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +1.6% | -5.8% | +7.4% | +1.9% |
| 3M | +5.8% | +16.6% | -10.9% | +4.6% |
| 6M | +14.3% | +7.6% | +6.7% | +13.5% |
| YTD | +27.3% | +10.2% | +17.1% | +26.2% |
| 1Y | +33.2% | +20.2% | +13.0% | +31.1% |
| 3Y | +64.5% | -27.4% | +91.8% | +66.2% |
| 5Y | +83.1% | -16.0% | +99.1% | +82.3% |
| 10Y | +183.9% | -30.3% | +214.2% | +180.9% |
| All | +487.5% | +392.1% | +95.4% | +377.1% |
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