-99.1%
NVD vs BMRN
-27.2%
-72.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.9% |
| 7D | +9.0% | -1.4% | +10.4% | +8.6% |
| 30D | -5.5% | -5.8% | +0.3% | -6.8% |
| 3M | -24.6% | +16.6% | -41.2% | -21.2% |
| 6M | -42.1% | +7.6% | -49.7% | -40.9% |
| YTD | -44.3% | +10.2% | -54.6% | -42.7% |
| 1Y | -54.2% | +20.2% | -74.4% | -50.7% |
| 3Y | -99.1% | -27.4% | -71.8% | -99.1% |
| All | -99.1% | -27.2% | -72.0% | -99.1% |
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