+42.5%
NTRS vs BMRN
+22.4%
+20.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.0% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | -4.6% | -1.4% | -3.2% | -4.6% |
| 3M | +4.7% | +18.7% | -14.0% | +3.8% |
| 6M | +34.0% | +13.5% | +20.5% | +33.2% |
| YTD | +35.0% | +11.7% | +23.3% | +34.2% |
| All | +42.5% | +22.4% | +20.0% | +39.7% |
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 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