-21.7%
ONON vs BMRN
-14.6%
-7.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | -11.6% | -6.5% | -5.1% | -9.4% |
| 3M | -30.1% | +18.3% | -48.4% | -34.9% |
| 6M | -30.5% | +8.9% | -39.4% | -33.4% |
| YTD | -41.0% | +10.5% | -51.5% | -43.9% |
| 1Y | -36.7% | +17.5% | -54.2% | -41.8% |
| 3Y | -8.6% | -27.7% | +19.1% | +0.6% |
| All | -21.7% | -14.6% | -7.1% | -18.7% |
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