+303.6%
OMC vs BMRN
+383.8%
-80.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | -4.2% | -3.8% | -0.4% | -3.7% |
| 30D | -7.5% | -6.5% | -1.0% | -6.7% |
| 3M | +4.6% | +11.2% | -6.6% | +3.0% |
| 6M | -4.8% | +5.8% | -10.6% | -5.9% |
| YTD | -1.0% | +8.4% | -9.4% | -2.5% |
| 1Y | +3.8% | +15.7% | -11.8% | +1.0% |
| 3Y | +10.2% | -28.6% | +38.8% | +13.3% |
| 5Y | +29.7% | -19.6% | +49.3% | +29.9% |
| 10Y | +32.3% | -31.5% | +63.8% | +30.2% |
| All | +303.6% | +383.8% | -80.2% | +179.0% |
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