+171.6%
OVV vs BMRN
+710.4%
-538.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.3% | +2.9% | -2.6% | -0.3% |
| 30D | +11.7% | +11.0% | +0.7% | +9.2% |
| 3M | +9.8% | +17.8% | -8.0% | +5.8% |
| 6M | +26.6% | +10.1% | +16.5% | +23.1% |
| YTD | +67.0% | +11.9% | +55.1% | +61.6% |
| 1Y | +55.9% | +17.2% | +38.7% | +48.5% |
| 3Y | +45.5% | -28.5% | +74.0% | +51.2% |
| 5Y | +157.3% | -21.7% | +179.0% | +158.8% |
| 10Y | +65.0% | -30.5% | +95.5% | +71.3% |
| All | +171.6% | +710.4% | -538.7% | +91.9% |
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