+155.1%
NEM vs BMRN
-16.0%
+171.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | +7.8% | -6.5% | +14.3% | +8.5% |
| 3M | +30.2% | +18.3% | +12.0% | +28.2% |
| 6M | +9.6% | +8.9% | +0.7% | +8.6% |
| YTD | +27.8% | +10.5% | +17.3% | +26.4% |
| 1Y | +60.7% | +17.5% | +43.2% | +57.7% |
| 3Y | +245.3% | -27.7% | +273.0% | +248.2% |
| All | +155.1% | -16.0% | +171.1% | +170.9% |
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