+1,754.7%
ORCL vs BMRN
+338.2%
+1,416.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +8.4% |
| 7D | +3.8% | +2.1% | +1.7% | +3.4% |
| 30D | -6.6% | +5.3% | -11.9% | -7.5% |
| 3M | -11.4% | -16.1% | +4.7% | -8.8% |
| 6M | -33.3% | +10.9% | -44.2% | -34.8% |
| YTD | -33.3% | -1.9% | -31.4% | -33.4% |
| 1Y | -44.9% | +6.2% | -51.1% | -46.0% |
| 3Y | +17.6% | -30.5% | +48.2% | +22.3% |
| 5Y | +46.1% | -28.4% | +74.4% | +48.6% |
| 10Y | +277.8% | -36.2% | +314.0% | +272.8% |
| All | +1,754.7% | +338.2% | +1,416.5% | +923.5% |
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