+2,649.9%
NOC vs BMRN
+385.5%
+2,264.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -8.9% | +1.3% | -10.1% | -9.0% |
| 3M | -3.7% | +14.3% | -18.0% | -4.8% |
| 6M | -30.8% | +5.7% | -36.5% | -31.3% |
| YTD | -7.9% | +8.7% | -16.7% | -8.9% |
| 1Y | -9.4% | +14.6% | -24.1% | -10.9% |
| 3Y | +29.0% | -28.3% | +57.3% | +30.9% |
| 5Y | +56.1% | -15.7% | +71.8% | +54.8% |
| 10Y | +186.3% | -33.7% | +219.9% | +183.2% |
| All | +2,649.9% | +385.5% | +2,264.4% | +2,237.6% |
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