+2,732.7%
NEE vs BMRN
+383.8%
+2,348.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.5% | -3.8% | +3.3% | -0.3% |
| 30D | -1.7% | -6.5% | +4.8% | -1.2% |
| 3M | -1.8% | +11.2% | -13.1% | -2.7% |
| 6M | -8.8% | +5.8% | -14.6% | -9.4% |
| YTD | +5.2% | +8.4% | -3.2% | +4.3% |
| 1Y | +21.3% | +15.7% | +5.7% | +19.5% |
| 3Y | +35.2% | -28.6% | +63.8% | +37.1% |
| 5Y | +10.1% | -19.6% | +29.7% | +10.2% |
| 10Y | +253.2% | -31.5% | +284.7% | +250.6% |
| All | +2,732.7% | +383.8% | +2,348.9% | +2,206.8% |
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 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