+94.4%
M vs BMRN
+329.9%
-235.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +7.0% | +2.1% | +4.9% | +6.6% |
| 30D | +8.9% | +3.8% | +5.1% | +8.2% |
| 3M | +4.5% | -16.5% | +21.0% | +8.3% |
| 6M | +36.2% | +6.9% | +29.3% | +33.7% |
| YTD | +15.1% | -3.7% | +18.8% | +15.3% |
| 1Y | +27.4% | +5.6% | +21.9% | +24.9% |
| 3Y | +160.1% | -31.4% | +191.5% | +175.8% |
| 5Y | -1.6% | -30.0% | +28.4% | +3.4% |
| 10Y | -7.7% | -37.4% | +29.7% | -5.7% |
| All | +94.4% | +329.9% | -235.5% | +23.1% |
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