+173.4%
OVV vs BMRN
+590.6%
-417.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.8% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | -2.7% | +4.3% | -6.9% | -3.6% |
| 3M | +3.1% | -19.3% | +22.4% | +7.6% |
| 6M | +12.8% | +7.2% | +5.6% | +10.3% |
| YTD | +68.1% | -4.6% | +72.7% | +67.9% |
| 1Y | +73.6% | +2.5% | +71.2% | +70.0% |
| 3Y | +57.6% | -32.5% | +90.1% | +65.9% |
| 5Y | +104.5% | -30.6% | +135.2% | +111.0% |
| 10Y | +58.4% | -38.0% | +96.4% | +68.7% |
| All | +173.4% | +590.6% | -417.2% | +99.4% |
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