+49.6%
ON vs BMRN
-18.8%
+68.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | -4.7% | -1.4% | -3.3% | -4.2% |
| 30D | -13.5% | -5.8% | -7.7% | -11.7% |
| 3M | -36.3% | +16.6% | -52.9% | -40.4% |
| 6M | +17.8% | +7.6% | +10.2% | +13.0% |
| YTD | +29.6% | +10.2% | +19.4% | +22.7% |
| 1Y | +45.8% | +20.2% | +25.6% | +31.7% |
| 3Y | -28.3% | -27.4% | -1.0% | -22.3% |
| 5Y | +49.6% | -16.0% | +65.6% | +39.8% |
| All | +49.6% | -18.8% | +68.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling