-63.3%
NIO vs BMRN
-28.3%
-35.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -6.7% | -0.3% | -6.3% | -6.6% |
| 30D | -20.0% | +1.3% | -21.3% | -20.3% |
| 3M | -30.5% | +14.3% | -44.7% | -32.3% |
| 6M | -20.7% | +5.7% | -26.5% | -21.9% |
| YTD | -25.7% | +8.7% | -34.4% | -27.2% |
| 1Y | -38.6% | +14.6% | -53.2% | -40.7% |
| All | -63.3% | -28.3% | -35.0% | -61.4% |
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