-9.1%
NVTS vs BMRN
-12.0%
+2.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.4% | -1.3% | -0.2% | -1.0% |
| 30D | -16.5% | -6.5% | -10.0% | -14.5% |
| 3M | -47.6% | +18.3% | -65.9% | -51.6% |
| 6M | +7.3% | +8.9% | -1.6% | +2.0% |
| YTD | +62.9% | +10.5% | +52.4% | +53.0% |
| 1Y | +91.3% | +17.5% | +73.8% | +73.4% |
| 3Y | +43.4% | -27.7% | +71.1% | +59.0% |
| All | -9.1% | -12.0% | +2.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling