-21.0%
OTIS vs BMRN
+20.6%
-41.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -3.0% | -1.3% | -1.7% | -2.9% |
| 30D | -6.0% | -6.5% | +0.5% | -5.5% |
| 3M | -0.9% | +18.3% | -19.1% | -2.1% |
| 6M | -17.3% | +8.9% | -26.2% | -18.2% |
| YTD | -19.6% | +10.5% | -30.1% | -20.3% |
| 1Y | -21.0% | +17.5% | -38.5% | -21.3% |
| All | -21.0% | +20.6% | -41.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling