-10.8%
NVTS vs BMRN
+8.7%
-19.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +8.9% |
| 7D | -0.3% | +2.0% | -2.3% | -0.4% |
| 30D | -24.4% | -0.7% | -23.7% | -24.3% |
| 3M | -26.5% | -5.9% | -20.6% | -26.3% |
| 6M | -41.4% | +3.0% | -44.4% | -42.3% |
| YTD | +30.7% | -3.9% | +34.5% | +30.1% |
| 1Y | -10.8% | +8.8% | -19.6% | -17.8% |
| All | -10.8% | +8.7% | -19.5% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling