+802.3%
PAAS vs BMRN
+325.9%
+476.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.8% |
| 7D | -7.0% | +1.0% | -8.1% | -7.1% |
| 30D | -15.3% | +4.3% | -19.6% | -15.7% |
| 3M | -27.7% | -19.3% | -8.5% | -26.0% |
| 6M | -40.5% | +7.2% | -47.7% | -41.0% |
| YTD | -26.5% | -4.6% | -21.9% | -26.3% |
| 1Y | -0.8% | +2.5% | -3.3% | -1.4% |
| 3Y | +196.9% | -32.5% | +229.4% | +206.4% |
| 5Y | +49.2% | -30.6% | +79.8% | +52.5% |
| 10Y | +199.4% | -38.0% | +237.4% | +202.0% |
| All | +802.3% | +325.9% | +476.4% | +734.0% |
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