+655.9%
NTRS vs BMRN
+393.4%
+262.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 6M | +35.5% | +8.9% | +26.6% | +32.7% |
| YTD | +40.6% | +10.5% | +30.1% | +37.0% |
| 1Y | +49.2% | +17.5% | +31.7% | +43.1% |
| 3Y | +167.2% | -27.7% | +194.9% | +175.9% |
| 5Y | +94.9% | -15.8% | +110.7% | +93.3% |
| 10Y | +259.5% | -30.1% | +289.6% | +253.3% |
| All | +655.9% | +393.4% | +262.5% | +386.4% |
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