+116.1%
PAAS vs BMRN
-16.8%
+132.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -0.1% | +1.3% | -1.4% | -0.4% |
| 3M | +8.2% | +14.3% | -6.0% | +4.8% |
| 6M | -13.8% | +5.7% | -19.5% | -15.2% |
| YTD | -0.6% | +8.7% | -9.4% | -2.9% |
| 1Y | +44.0% | +14.6% | +29.4% | +38.4% |
| 3Y | +246.6% | -28.3% | +274.9% | +265.8% |
| 5Y | +116.1% | -15.7% | +131.8% | +122.2% |
| All | +116.1% | -16.8% | +132.9% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling