-24.5%
KVUE vs BMRN
-30.0%
+5.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | -6.3% | -6.5% | +0.2% | -5.4% |
| 3M | -0.5% | +18.3% | -18.8% | -3.2% |
| 6M | +3.1% | +8.9% | -5.8% | +1.5% |
| YTD | +6.7% | +10.5% | -3.8% | +4.7% |
| 1Y | -1.1% | +17.5% | -18.6% | -4.3% |
| 3Y | -8.7% | -27.7% | +19.0% | -6.3% |
| All | -24.5% | -30.0% | +5.6% | -21.6% |
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