+6,623.8%
NVO vs BMRN
+393.4%
+6,230.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -7.6% | -1.3% | -6.3% | -7.4% |
| 30D | -6.0% | -6.5% | +0.5% | -5.2% |
| 3M | -0.8% | +18.3% | -19.0% | -2.7% |
| 6M | +16.5% | +8.9% | +7.6% | +15.1% |
| YTD | -11.1% | +10.5% | -21.6% | -12.3% |
| 1Y | -16.7% | +17.5% | -34.2% | -18.6% |
| 3Y | -52.9% | -27.7% | -25.2% | -51.8% |
| 5Y | -3.0% | -15.8% | +12.8% | -2.9% |
| 10Y | +147.1% | -30.1% | +177.2% | +145.1% |
| All | +6,623.8% | +393.4% | +6,230.5% | +5,234.8% |
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 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