+636.0%
NKE vs BMRN
+393.4%
+242.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -8.2% | -6.5% | -1.7% | -7.4% |
| 3M | -19.1% | +18.3% | -37.3% | -20.9% |
| 6M | -32.6% | +8.9% | -41.5% | -33.6% |
| YTD | -40.7% | +10.5% | -51.2% | -41.7% |
| 1Y | -48.9% | +17.5% | -66.3% | -50.4% |
| 3Y | -59.2% | -27.7% | -31.5% | -58.3% |
| 5Y | -75.3% | -15.8% | -59.6% | -75.4% |
| 10Y | -23.1% | -30.1% | +7.1% | -23.9% |
| All | +636.0% | +393.4% | +242.7% | +512.1% |
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