+59.1%
NOC vs BMRN
-16.0%
+75.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.8% | -1.3% | +2.1% | +0.8% |
| 30D | -9.7% | -6.5% | -3.2% | -9.3% |
| 3M | -5.6% | +18.3% | -23.9% | -6.6% |
| 6M | -28.6% | +8.9% | -37.5% | -29.1% |
| YTD | -7.9% | +10.5% | -18.4% | -8.6% |
| 1Y | -9.5% | +17.5% | -27.0% | -10.7% |
| 3Y | +28.4% | -27.7% | +56.1% | +29.1% |
| All | +59.1% | -16.0% | +75.2% | +74.1% |
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 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