+712.5%
NVT vs BMRN
-21.0%
+733.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | +2.0% | -1.4% | +3.4% | +2.4% |
| 30D | -7.2% | -5.8% | -1.4% | -5.8% |
| 3M | -0.9% | +16.6% | -17.5% | -5.8% |
| 6M | +42.6% | +7.6% | +35.0% | +38.1% |
| YTD | +52.9% | +10.2% | +42.7% | +46.6% |
| 1Y | +64.5% | +20.2% | +44.3% | +52.8% |
| 3Y | +178.0% | -27.4% | +205.3% | +191.7% |
| 5Y | +402.8% | -16.0% | +418.8% | +387.4% |
| All | +712.5% | -21.0% | +733.5% | +612.8% |
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