+119.2%
ORLY vs BMRN
-16.0%
+135.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -6.8% | -6.5% | -0.3% | -6.1% |
| 3M | -4.8% | +18.3% | -23.0% | -6.5% |
| 6M | -9.1% | +8.9% | -18.0% | -10.1% |
| YTD | -5.9% | +10.5% | -16.4% | -7.2% |
| 1Y | -20.4% | +17.5% | -37.9% | -22.2% |
| 3Y | +36.6% | -27.7% | +64.3% | +39.8% |
| All | +119.2% | -16.0% | +135.2% | +130.7% |
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