+1,128.2%
PAAS vs BMRN
+399.8%
+728.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | +6.8% | +11.0% | -4.3% | +5.6% |
| 3M | -2.9% | +17.8% | -20.7% | -4.7% |
| 6M | -16.4% | +10.1% | -26.5% | -17.4% |
| YTD | 0.0% | +11.9% | -11.9% | -1.4% |
| 1Y | +54.3% | +17.2% | +37.1% | +51.1% |
| 3Y | +230.7% | -28.5% | +259.2% | +238.6% |
| 5Y | +111.6% | -21.7% | +133.3% | +113.3% |
| 10Y | +211.7% | -30.5% | +242.2% | +210.2% |
| All | +1,128.2% | +399.8% | +728.4% | +1,015.9% |
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