+138.6%
NOK vs BMRN
-29.6%
+168.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -1.3% | +12.2% | +11.2% |
| 30D | +7.8% | -6.5% | +14.3% | +9.4% |
| 3M | -21.0% | +18.3% | -39.3% | -24.4% |
| 6M | +40.9% | +8.9% | +32.0% | +36.6% |
| YTD | +72.0% | +10.5% | +61.5% | +65.9% |
| 1Y | +140.9% | +17.5% | +123.4% | +127.8% |
| 3Y | +194.3% | -27.7% | +222.0% | +206.9% |
| 5Y | +112.5% | -15.8% | +128.3% | +108.9% |
| All | +138.6% | -29.6% | +168.2% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling