+2,027.5%
LOW vs BMRN
+383.8%
+1,643.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.6% | -3.8% | +3.2% | 0.0% |
| 30D | -9.3% | -6.5% | -2.8% | -8.3% |
| 3M | -8.1% | +11.2% | -19.3% | -9.8% |
| 6M | -19.8% | +5.8% | -25.6% | -20.8% |
| YTD | -16.4% | +8.4% | -24.7% | -17.9% |
| 1Y | -24.7% | +15.7% | -40.3% | -27.2% |
| 3Y | -8.8% | -28.6% | +19.8% | -6.0% |
| 5Y | +7.8% | -19.6% | +27.4% | +7.9% |
| 10Y | +233.8% | -31.5% | +265.3% | +230.7% |
| All | +2,027.5% | +383.8% | +1,643.7% | +1,326.2% |
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