+681.4%
NFLX vs BMRN
-29.6%
+711.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +4.3% | -6.5% | +10.8% | +6.2% |
| 3M | -4.8% | +18.3% | -23.0% | -9.4% |
| 6M | -18.4% | +8.9% | -27.3% | -21.0% |
| YTD | -17.4% | +10.5% | -28.0% | -20.6% |
| 1Y | -35.7% | +17.5% | -53.2% | -39.7% |
| 3Y | +73.8% | -27.7% | +101.5% | +83.3% |
| 5Y | +29.3% | -15.8% | +45.0% | +27.8% |
| All | +681.4% | -29.6% | +711.0% | +715.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling