+25.7%
M vs BMRN
-17.8%
+43.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.5% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -11.6% | +1.3% | -12.9% | -12.4% |
| 3M | +1.6% | +14.3% | -12.7% | -4.2% |
| 6M | +25.2% | +5.7% | +19.5% | +21.2% |
| YTD | +3.8% | +8.7% | -5.0% | -0.9% |
| 1Y | +36.3% | +14.6% | +21.7% | +26.3% |
| 3Y | +116.3% | -28.3% | +144.7% | +137.4% |
| All | +25.7% | -17.8% | +43.5% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling