+1,937.1%
NSC vs BMRN
+325.9%
+1,611.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | +4.2% | +4.3% | -0.1% | +3.5% |
| 3M | -0.2% | -19.3% | +19.0% | +2.8% |
| 6M | +7.6% | +7.2% | +0.3% | +5.9% |
| YTD | +17.4% | -4.6% | +22.0% | +17.4% |
| 1Y | +18.3% | +2.5% | +15.8% | +16.7% |
| 3Y | +79.8% | -32.5% | +112.3% | +86.6% |
| 5Y | +34.3% | -30.6% | +65.0% | +36.9% |
| 10Y | +303.1% | -38.0% | +341.1% | +303.1% |
| All | +1,937.1% | +325.9% | +1,611.2% | +1,284.7% |
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 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