-59.8%
NIO vs BMRN
-31.2%
-28.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.9% | -5.1% |
| 7D | -14.5% | +2.1% | -16.6% | -14.8% |
| 30D | -15.0% | +3.8% | -18.7% | -15.5% |
| 3M | -35.6% | -16.5% | -19.1% | -33.5% |
| 6M | -55.7% | +6.9% | -62.5% | -56.6% |
| YTD | -43.1% | -3.7% | -39.4% | -43.1% |
| 1Y | -53.5% | +5.6% | -59.1% | -54.5% |
| 3Y | -59.8% | -31.4% | -28.5% | -57.5% |
| All | -59.8% | -31.2% | -28.6% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling