+1,873.6%
NTAP vs BMRN
+385.5%
+1,488.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -0.2% | +1.3% | -1.5% | -0.7% |
| 3M | +11.4% | +14.3% | -2.9% | +7.3% |
| 6M | +88.7% | +5.7% | +82.9% | +85.1% |
| YTD | +78.9% | +8.7% | +70.2% | +73.9% |
| 1Y | +58.8% | +14.6% | +44.2% | +51.4% |
| 3Y | +153.5% | -28.3% | +181.9% | +165.6% |
| 5Y | +136.7% | -15.7% | +152.5% | +133.2% |
| 10Y | +590.2% | -33.7% | +623.9% | +577.3% |
| All | +1,873.6% | +385.5% | +1,488.1% | +639.3% |
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