+1,489.3%
NRG vs BMRN
+764.2%
+725.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -6.0% | -6.5% | +0.5% | -4.7% |
| 3M | -8.0% | +18.3% | -26.2% | -11.5% |
| 6M | -23.2% | +8.9% | -32.0% | -25.1% |
| YTD | -28.1% | +10.5% | -38.6% | -30.2% |
| 1Y | -27.3% | +17.5% | -44.7% | -30.8% |
| 3Y | +208.7% | -27.7% | +236.4% | +220.0% |
| 5Y | +197.7% | -15.8% | +213.4% | +192.8% |
| 10Y | +1,103.3% | -30.1% | +1,133.5% | +1,065.2% |
| All | +1,489.3% | +764.2% | +725.1% | +830.0% |
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