-28.3%
ON vs BMRN
-27.4%
-0.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -4.7% | -1.4% | -3.3% | -4.4% |
| 30D | -13.5% | -5.8% | -7.7% | -12.3% |
| 3M | -36.3% | +16.6% | -52.9% | -39.1% |
| 6M | +17.8% | +7.6% | +10.2% | +14.9% |
| YTD | +29.6% | +10.2% | +19.4% | +25.2% |
| 1Y | +45.8% | +20.2% | +25.6% | +36.2% |
| All | -28.3% | -27.4% | -0.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling