+43.4%
NVTS vs BMRN
-27.2%
+70.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -1.4% | -1.3% | -0.2% | -1.2% |
| 30D | -16.5% | -6.5% | -10.0% | -15.4% |
| 3M | -47.6% | +18.3% | -65.9% | -49.9% |
| 6M | +7.3% | +8.9% | -1.6% | +4.7% |
| YTD | +62.9% | +10.5% | +52.4% | +57.6% |
| 1Y | +91.3% | +17.5% | +73.8% | +80.6% |
| 3Y | +43.4% | -27.7% | +71.1% | +49.8% |
| All | +43.4% | -27.2% | +70.6% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling