+86.7%
NDAQ vs BMRN
-27.4%
+114.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.6% |
| 7D | -6.8% | -1.4% | -5.4% | -6.6% |
| 30D | -3.2% | -5.8% | +2.6% | -2.3% |
| 3M | +6.5% | +16.6% | -10.1% | +3.6% |
| 6M | +5.7% | +7.6% | -1.8% | +4.0% |
| YTD | -4.6% | +10.2% | -14.9% | -6.6% |
| 1Y | -1.6% | +20.2% | -21.8% | -5.3% |
| All | +86.7% | -27.4% | +114.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling