+17.2%
O vs BMRN
-18.8%
+36.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | -3.3% | -5.8% | +2.5% | -2.7% |
| 3M | -2.8% | +16.6% | -19.5% | -4.7% |
| 6M | -5.8% | +7.6% | -13.3% | -6.8% |
| YTD | +9.4% | +10.2% | -0.8% | +7.7% |
| 1Y | +5.7% | +20.2% | -14.5% | +2.6% |
| 3Y | +27.2% | -27.4% | +54.6% | +31.1% |
| 5Y | +17.2% | -16.0% | +33.2% | +18.9% |
| All | +17.2% | -18.8% | +36.0% | +18.9% |
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