+247.2%
ORCL vs BMRN
-38.8%
+285.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +2.6% | -9.1% | -7.0% |
| 30D | -16.6% | +4.3% | -20.8% | -17.3% |
| 3M | -21.6% | -17.1% | -4.5% | -18.9% |
| 6M | -39.4% | +5.7% | -45.0% | -40.3% |
| YTD | -38.7% | -3.9% | -34.8% | -38.7% |
| 1Y | -50.4% | +8.5% | -58.8% | -51.6% |
| 3Y | +8.1% | -32.0% | +40.1% | +12.8% |
| 5Y | +34.5% | -29.9% | +64.5% | +36.6% |
| All | +247.2% | -38.8% | +285.9% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling