+180.5%
NXT vs BMRN
-41.6%
+222.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.6% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -17.2% | +1.3% | -18.5% | -17.5% |
| 3M | -32.0% | +14.3% | -46.3% | -33.8% |
| 6M | -15.8% | +5.7% | -21.5% | -17.1% |
| YTD | -1.9% | +8.7% | -10.7% | -4.0% |
| 1Y | +22.5% | +14.6% | +7.9% | +18.2% |
| 3Y | +100.5% | -28.3% | +128.9% | +109.9% |
| All | +180.5% | -41.6% | +222.1% | +227.2% |
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