+54.8%
ON vs BMRN
+12.9%
+41.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +2.4% | +2.9% | -0.4% | +2.3% |
| 30D | -3.3% | +11.0% | -14.3% | -3.8% |
| 3M | -43.6% | +17.8% | -61.4% | -44.3% |
| 6M | +19.0% | +10.1% | +8.9% | +19.2% |
| YTD | +37.4% | +11.9% | +25.4% | +36.8% |
| 1Y | +54.8% | +17.2% | +37.5% | +56.8% |
| All | +54.8% | +12.9% | +41.8% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling