+33.3%
ORCL vs BMRN
-28.8%
+62.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.7% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | +10.5% | +1.3% | +9.3% | +10.3% |
| 3M | -23.0% | +14.3% | -37.3% | -24.3% |
| 6M | +7.0% | +5.7% | +1.2% | +5.6% |
| YTD | -15.8% | +8.7% | -24.6% | -17.2% |
| 1Y | -31.1% | +14.6% | -45.7% | -32.9% |
| 3Y | +33.3% | -28.3% | +61.6% | +24.0% |
| All | +33.3% | -28.8% | +62.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling