+18.5%
ONDS vs BMRN
-18.6%
+37.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -4.2% | -3.8% | -0.4% | -2.5% |
| 30D | -21.7% | -6.5% | -15.2% | -19.1% |
| 3M | -24.5% | +11.2% | -35.7% | -28.4% |
| 6M | -25.0% | +5.8% | -30.8% | -28.1% |
| YTD | -25.3% | +8.4% | -33.7% | -29.7% |
| 1Y | +33.8% | +15.7% | +18.1% | +21.5% |
| 3Y | +699.3% | -28.6% | +727.9% | +794.3% |
| 5Y | -5.2% | -19.6% | +14.4% | -1.8% |
| All | +18.5% | -18.6% | +37.1% | +14.8% |
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 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