+16.8%
NXPI vs BMRN
-18.8%
+35.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +0.7% | -1.4% | +2.0% | +1.1% |
| 30D | -4.2% | -5.8% | +1.6% | -2.4% |
| 3M | -20.4% | +16.6% | -37.1% | -24.8% |
| 6M | +12.5% | +7.6% | +4.9% | +8.8% |
| YTD | +5.2% | +10.2% | -5.0% | +0.6% |
| 1Y | +5.1% | +20.2% | -15.1% | -3.5% |
| 3Y | +17.7% | -27.4% | +45.0% | +25.6% |
| 5Y | +16.8% | -16.0% | +32.8% | +13.3% |
| All | +16.8% | -18.8% | +35.6% | +13.3% |
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