+31,106.3%
ODFL vs BMRN
+383.8%
+30,722.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -3.0% | -3.8% | +0.8% | -2.4% |
| 30D | -14.3% | -6.5% | -7.8% | -13.4% |
| 3M | -26.7% | +11.2% | -38.0% | -28.0% |
| 6M | -7.5% | +5.8% | -13.3% | -8.7% |
| YTD | +16.5% | +8.4% | +8.2% | +14.5% |
| 1Y | +23.5% | +15.7% | +7.9% | +19.8% |
| 3Y | -12.1% | -28.6% | +16.5% | -9.2% |
| 5Y | +28.9% | -19.6% | +48.5% | +29.9% |
| 10Y | +746.5% | -31.5% | +778.0% | +742.7% |
| All | +31,106.3% | +383.8% | +30,722.4% | +23,561.3% |
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 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