+78.6%
NSC vs BMRN
-28.8%
+107.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -1.9% | +1.3% | -3.2% | -2.1% |
| 3M | +6.2% | +14.3% | -8.1% | +4.6% |
| 6M | +9.2% | +5.7% | +3.4% | +8.4% |
| YTD | +15.0% | +8.7% | +6.3% | +13.8% |
| 1Y | +21.1% | +14.6% | +6.5% | +18.7% |
| 3Y | +78.6% | -28.3% | +106.9% | +79.7% |
| All | +78.6% | -28.8% | +107.4% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling