+195.8%
ON vs BMRN
+230.3%
-34.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -3.8% | +1.9% | -0.6% |
| 30D | -11.0% | -6.5% | -4.5% | -9.2% |
| 3M | -39.3% | +11.2% | -50.6% | -41.8% |
| 6M | +19.8% | +5.8% | +14.0% | +16.0% |
| YTD | +31.1% | +8.4% | +22.7% | +25.6% |
| 1Y | +46.0% | +15.7% | +30.3% | +36.0% |
| 3Y | -27.5% | -28.6% | +1.1% | -22.9% |
| 5Y | +56.9% | -19.6% | +76.5% | +59.5% |
| 10Y | +591.8% | -31.5% | +623.3% | +604.3% |
| All | +195.8% | +230.3% | -34.6% | +30.2% |
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