+193.5%
NRG vs BMRN
-16.0%
+209.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | -6.0% | -6.5% | +0.5% | -5.0% |
| 3M | -8.0% | +18.3% | -26.2% | -10.6% |
| 6M | -23.2% | +8.9% | -32.0% | -24.5% |
| YTD | -28.1% | +10.5% | -38.6% | -29.5% |
| 1Y | -27.3% | +17.5% | -44.7% | -29.8% |
| 3Y | +208.7% | -27.7% | +236.4% | +218.2% |
| All | +193.5% | -16.0% | +209.5% | +190.4% |
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