+526.5%
P vs BMRN
-46.0%
+572.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.8% |
| 7D | -4.7% | +2.1% | -6.8% | -5.2% |
| 30D | -31.4% | +5.3% | -36.7% | -32.7% |
| 3M | -2.6% | -16.1% | +13.5% | +2.4% |
| 6M | +21.9% | +10.9% | +11.0% | +16.5% |
| YTD | +58.9% | -1.9% | +60.8% | +57.1% |
| 1Y | +21.7% | +6.2% | +15.6% | +16.4% |
| 3Y | +193.3% | -30.5% | +223.9% | +213.3% |
| 5Y | +275.1% | -28.4% | +303.5% | +284.0% |
| 10Y | +655.3% | -36.2% | +691.5% | +641.2% |
| All | +526.5% | -46.0% | +572.4% | +523.7% |
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