+1,010.9%
NEM vs BMRN
+383.8%
+627.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +3.1% | -3.8% | +6.9% | +3.3% |
| 30D | +10.0% | -6.5% | +16.5% | +10.5% |
| 3M | +30.9% | +11.2% | +19.7% | +30.0% |
| 6M | +10.5% | +5.8% | +4.7% | +10.0% |
| YTD | +29.7% | +8.4% | +21.4% | +28.9% |
| 1Y | +71.1% | +15.7% | +55.5% | +69.2% |
| 3Y | +252.1% | -28.6% | +280.7% | +256.2% |
| 5Y | +157.7% | -19.6% | +177.3% | +157.6% |
| 10Y | +319.4% | -31.5% | +350.9% | +315.7% |
| All | +1,010.9% | +383.8% | +627.0% | +812.5% |
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