+92.9%
NTRS vs BMRN
-16.0%
+108.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.4% | -1.3% | +2.6% | +1.6% |
| 30D | -0.7% | -6.5% | +5.8% | +0.5% |
| 3M | +11.3% | +18.3% | -6.9% | +7.6% |
| 6M | +35.5% | +8.9% | +26.6% | +32.8% |
| YTD | +40.6% | +10.5% | +30.1% | +37.1% |
| 1Y | +49.2% | +17.5% | +31.7% | +43.0% |
| 3Y | +167.2% | -27.7% | +194.9% | +178.7% |
| All | +92.9% | -16.0% | +108.9% | +92.6% |
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