+46.5%
NTR vs BMRN
-16.0%
+62.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +16.8% | -6.5% | +23.3% | +17.5% |
| 3M | +20.7% | +18.3% | +2.5% | +18.6% |
| 6M | +0.5% | +8.9% | -8.4% | -0.5% |
| YTD | +29.2% | +10.5% | +18.7% | +27.5% |
| 1Y | +39.6% | +17.5% | +22.1% | +36.4% |
| 3Y | +37.9% | -27.7% | +65.6% | +41.9% |
| All | +46.5% | -16.0% | +62.5% | +50.7% |
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 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