+1,314.3%
OXY vs BMRN
+392.1%
+922.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | +3.6% | -5.8% | +9.4% | +4.4% |
| 3M | +7.1% | +16.6% | -9.5% | +4.6% |
| 6M | +15.7% | +7.6% | +8.1% | +13.8% |
| YTD | +50.1% | +10.2% | +39.9% | +47.1% |
| 1Y | +34.1% | +20.2% | +13.9% | +29.2% |
| 3Y | -1.5% | -27.4% | +25.9% | +0.9% |
| 5Y | +162.0% | -16.0% | +178.0% | +159.8% |
| 10Y | +5.1% | -30.3% | +35.4% | +5.2% |
| All | +1,314.3% | +392.1% | +922.2% | +973.0% |
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