+158.7%
P vs BMRN
-28.8%
+187.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.1% |
| 7D | +7.8% | -0.3% | +8.2% | +7.9% |
| 30D | +12.3% | +1.3% | +11.0% | +12.1% |
| 3M | +37.1% | +14.3% | +22.8% | +34.3% |
| 6M | +66.1% | +5.7% | +60.3% | +64.1% |
| YTD | +50.9% | +8.7% | +42.2% | +48.3% |
| 1Y | +27.2% | +14.6% | +12.6% | +23.4% |
| 3Y | +158.7% | -28.3% | +187.0% | +162.3% |
| All | +158.7% | -28.8% | +187.5% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling