+485.4%
P vs BMRN
-38.4%
+523.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +2.9% | +3.7% | +5.5% |
| 30D | +18.8% | +11.0% | +7.8% | +14.9% |
| 3M | +26.7% | +17.8% | +8.9% | +19.7% |
| 6M | +62.2% | +10.1% | +52.1% | +55.8% |
| YTD | +48.5% | +11.9% | +36.6% | +41.4% |
| 1Y | +26.4% | +17.2% | +9.2% | +17.4% |
| 3Y | +159.4% | -28.5% | +187.9% | +175.8% |
| 5Y | +275.8% | -21.7% | +297.5% | +274.9% |
| 10Y | +732.0% | -30.5% | +762.5% | +694.9% |
| All | +485.4% | -38.4% | +523.7% | +461.3% |
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 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