-90.4%
NIO vs BMRN
-18.1%
-72.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.2% |
| 7D | -4.1% | -3.8% | -0.3% | -2.5% |
| 30D | -23.2% | -6.5% | -16.7% | -21.1% |
| 3M | -29.9% | +11.2% | -41.1% | -33.6% |
| 6M | -25.1% | +5.8% | -30.9% | -28.0% |
| YTD | -27.5% | +8.4% | -35.8% | -31.2% |
| 1Y | -41.1% | +15.7% | -56.7% | -46.6% |
| 3Y | -63.1% | -28.6% | -34.6% | -58.6% |
| 5Y | -90.4% | -19.6% | -70.8% | -90.0% |
| All | -90.4% | -18.1% | -72.3% | -90.0% |
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