+0.6%
NOK vs BMRN
+392.1%
-391.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | +8.7% | -1.4% | +10.1% | +8.9% |
| 30D | +12.5% | -5.8% | +18.3% | +13.7% |
| 3M | -20.7% | +16.6% | -37.4% | -23.5% |
| 6M | +36.2% | +7.6% | +28.6% | +32.9% |
| YTD | +64.1% | +10.2% | +53.9% | +59.2% |
| 1Y | +132.4% | +20.2% | +112.2% | +120.7% |
| 3Y | +182.9% | -27.4% | +210.2% | +191.6% |
| 5Y | +102.8% | -16.0% | +118.8% | +100.7% |
| 10Y | +126.8% | -30.3% | +157.2% | +121.7% |
| All | +0.6% | +392.1% | -391.5% | -47.0% |
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