+1,905.7%
NSC vs BMRN
+399.8%
+1,506.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -5.5% | +2.9% | -8.4% | -5.9% |
| 30D | -3.2% | +11.0% | -14.3% | -4.8% |
| 3M | +7.7% | +17.8% | -10.1% | +4.9% |
| 6M | +4.5% | +10.1% | -5.6% | +2.6% |
| YTD | +15.6% | +11.9% | +3.6% | +13.0% |
| 1Y | +19.8% | +17.2% | +2.6% | +15.9% |
| 3Y | +70.1% | -28.5% | +98.6% | +74.8% |
| 5Y | +46.1% | -21.7% | +67.8% | +46.1% |
| 10Y | +328.1% | -30.5% | +358.6% | +320.6% |
| All | +1,905.7% | +399.8% | +1,506.0% | +1,232.9% |
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