+11.3%
NEE vs BMRN
-16.0%
+27.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -1.3% | -1.3% | -0.1% | -1.2% |
| 30D | -3.3% | -6.5% | +3.2% | -2.5% |
| 3M | -2.3% | +18.3% | -20.5% | -4.7% |
| 6M | -8.9% | +8.9% | -17.7% | -10.3% |
| YTD | +4.8% | +10.5% | -5.8% | +2.8% |
| 1Y | +18.7% | +17.5% | +1.3% | +15.0% |
| 3Y | +33.2% | -27.7% | +61.0% | +38.5% |
| All | +11.3% | -16.0% | +27.3% | +9.8% |
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