-12.3%
NVS vs BMRN
+7.7%
-20.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -15.7% | -1.4% | -14.3% | -15.2% |
| 30D | -11.1% | -5.8% | -5.3% | -9.7% |
| 3M | -7.2% | +16.6% | -23.8% | -10.3% |
| 6M | -12.3% | +7.6% | -19.9% | -10.9% |
| All | -12.3% | +7.7% | -20.0% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling