+36.5%
NTRS vs BMRN
+7.6%
+29.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -3.7% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | +1.1% | -0.2% | +1.3% | +1.1% |
| 3M | -6.6% | -6.3% | -0.3% | -6.4% |
| 6M | +7.1% | +5.4% | +1.6% | +6.9% |
| YTD | +27.4% | -5.6% | +32.9% | +27.5% |
| 1Y | +36.5% | +6.3% | +30.2% | +35.8% |
| All | +36.5% | +7.6% | +29.0% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling