-9.4%
NVTS vs BMRN
-13.7%
+4.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +3.5% | -3.8% | +7.3% | +5.0% |
| 30D | -11.9% | -6.5% | -5.4% | -9.7% |
| 3M | -49.2% | +11.2% | -60.5% | -51.9% |
| 6M | +38.4% | +5.8% | +32.6% | +33.1% |
| YTD | +62.5% | +8.4% | +54.1% | +53.8% |
| 1Y | +101.4% | +15.7% | +85.7% | +83.8% |
| 3Y | +40.4% | -28.6% | +69.0% | +56.1% |
| All | -9.4% | -13.7% | +4.3% | -10.2% |
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