+4,863.7%
OKE vs BMRN
+393.4%
+4,470.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +4.5% | -6.5% | +11.0% | +5.4% |
| 3M | +9.6% | +18.3% | -8.6% | +6.9% |
| 6M | +15.4% | +8.9% | +6.5% | +13.4% |
| YTD | +36.5% | +10.5% | +25.9% | +33.6% |
| 1Y | +39.0% | +17.5% | +21.5% | +34.4% |
| 3Y | +74.3% | -27.7% | +102.0% | +78.3% |
| 5Y | +141.2% | -15.8% | +157.0% | +138.7% |
| 10Y | +262.1% | -30.1% | +292.2% | +260.5% |
| All | +4,863.7% | +393.4% | +4,470.4% | +3,606.3% |
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