+299.9%
NSC vs BMRN
-37.5%
+337.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -3.5% | +2.1% | -5.6% | -3.9% |
| 30D | +3.9% | +5.3% | -1.4% | +2.8% |
| 3M | -0.8% | -16.1% | +15.3% | +2.6% |
| 6M | +7.1% | +10.9% | -3.8% | +4.1% |
| YTD | +16.4% | -1.9% | +18.3% | +15.8% |
| 1Y | +16.9% | +6.2% | +10.7% | +13.8% |
| 3Y | +78.4% | -30.5% | +108.9% | +87.1% |
| 5Y | +33.1% | -28.4% | +61.5% | +35.0% |
| 10Y | +299.9% | -36.2% | +336.1% | +278.1% |
| All | +299.9% | -37.5% | +337.3% | +278.1% |
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