+149.6%
KRE vs BMRN
+360.1%
-210.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -1.1% | -3.8% | +2.8% | 0.0% |
| 30D | -3.4% | -6.5% | +3.1% | -1.6% |
| 3M | +3.7% | +11.2% | -7.5% | +0.2% |
| 6M | +14.8% | +5.8% | +9.0% | +11.9% |
| YTD | +14.7% | +8.4% | +6.3% | +10.8% |
| 1Y | +16.0% | +15.7% | +0.4% | +9.1% |
| 3Y | +84.3% | -28.6% | +112.8% | +94.2% |
| 5Y | +30.9% | -19.6% | +50.5% | +30.3% |
| 10Y | +122.0% | -31.5% | +153.5% | +111.9% |
| All | +149.6% | +360.1% | -210.5% | -2.8% |
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