-42.4%
NIO vs BMRN
-31.1%
-11.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -13.0% | +2.9% | -15.9% | -14.3% |
| 30D | -18.3% | +11.0% | -29.3% | -22.4% |
| 3M | -33.2% | +17.8% | -51.0% | -38.5% |
| 6M | -21.5% | +10.1% | -31.6% | -26.0% |
| YTD | -25.5% | +11.9% | -37.4% | -30.5% |
| 1Y | -38.0% | +17.2% | -55.2% | -44.2% |
| 3Y | -65.5% | -28.5% | -37.0% | -62.1% |
| 5Y | -90.6% | -21.7% | -68.9% | -90.1% |
| All | -42.4% | -31.1% | -11.3% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling