+498.3%
KR vs BMRN
+393.4%
+104.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +5.1% | -6.5% | +11.5% | +5.5% |
| 3M | -8.2% | +18.3% | -26.4% | -9.2% |
| 6M | -18.0% | +8.9% | -26.9% | -18.6% |
| YTD | -4.8% | +10.5% | -15.3% | -5.7% |
| 1Y | -11.0% | +17.5% | -28.5% | -12.4% |
| 3Y | +37.7% | -27.7% | +65.4% | +39.1% |
| 5Y | +52.8% | -15.8% | +68.6% | +51.5% |
| 10Y | +128.8% | -30.1% | +158.9% | +124.6% |
| All | +498.3% | +393.4% | +104.9% | +366.2% |
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