+1,727.4%
NTRA vs BMRN
-52.6%
+1,780.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.8% |
| 30D | +4.1% | -6.5% | +10.6% | +7.2% |
| 3M | +50.0% | +18.3% | +31.8% | +38.7% |
| 6M | +67.3% | +8.9% | +58.4% | +60.1% |
| YTD | +43.6% | +10.5% | +33.1% | +36.1% |
| 1Y | +89.2% | +17.5% | +71.8% | +72.8% |
| 3Y | +502.5% | -27.7% | +530.3% | +556.7% |
| 5Y | +173.8% | -15.8% | +189.5% | +179.7% |
| 10Y | +3,189.3% | -30.1% | +3,219.4% | +3,188.7% |
| All | +1,727.4% | -52.6% | +1,780.0% | +1,934.0% |
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