+45.0%
NSC vs BMRN
-18.1%
+63.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.0% | -3.8% | +1.8% | -1.6% |
| 30D | -3.2% | -6.5% | +3.3% | -2.4% |
| 3M | +3.9% | +11.2% | -7.3% | +2.3% |
| 6M | +7.8% | +5.8% | +2.0% | +6.7% |
| YTD | +13.4% | +8.4% | +5.0% | +11.8% |
| 1Y | +20.3% | +15.7% | +4.7% | +17.1% |
| 3Y | +76.1% | -28.6% | +104.7% | +81.2% |
| 5Y | +45.0% | -19.6% | +64.6% | +46.8% |
| All | +45.0% | -18.1% | +63.1% | +46.8% |
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