+6.4%
OXY vs BMRN
-29.6%
+36.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | +5.5% | -6.5% | +11.9% | +7.2% |
| 3M | +11.3% | +18.3% | -7.0% | +6.2% |
| 6M | +11.6% | +8.9% | +2.7% | +8.1% |
| YTD | +51.6% | +10.5% | +41.0% | +45.9% |
| 1Y | +36.2% | +17.5% | +18.7% | +27.9% |
| 3Y | +1.7% | -27.7% | +29.4% | +6.6% |
| 5Y | +164.5% | -15.8% | +180.2% | +154.6% |
| All | +6.4% | -29.6% | +36.0% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling