+897.9%
NVS vs BMRN
+393.4%
+504.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -14.3% | -1.3% | -13.0% | -14.1% |
| 30D | -10.0% | -6.5% | -3.5% | -9.3% |
| 3M | -10.9% | +18.3% | -29.1% | -12.3% |
| 6M | -12.0% | +8.9% | -20.8% | -12.8% |
| YTD | +2.5% | +10.5% | -8.0% | +1.3% |
| 1Y | +10.7% | +17.5% | -6.8% | +8.5% |
| 3Y | +53.3% | -27.7% | +81.0% | +56.2% |
| 5Y | +93.6% | -15.8% | +109.4% | +93.0% |
| 10Y | +180.6% | -30.1% | +210.7% | +178.3% |
| All | +897.9% | +393.4% | +504.5% | +702.6% |
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 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