+32.6%
NET vs BMRN
-30.4%
+63.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.9% |
| 7D | -16.4% | +2.0% | -18.4% | -17.4% |
| 30D | -25.8% | -0.7% | -25.1% | -26.0% |
| 3M | -11.5% | -5.9% | -5.6% | -9.8% |
| 6M | +18.9% | +3.0% | +15.9% | +14.0% |
| YTD | +35.2% | -3.9% | +39.1% | +34.5% |
| 1Y | +14.5% | +8.8% | +5.7% | +4.1% |
| 3Y | +313.8% | -28.2% | +342.0% | +350.0% |
| 5Y | +32.6% | -31.5% | +64.0% | +43.9% |
| All | +32.6% | -30.4% | +63.0% | +43.9% |
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