+23.6%
PAYX vs BMRN
-16.0%
+39.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -3.8% | -6.5% | +2.7% | -2.7% |
| 3M | +17.9% | +18.3% | -0.4% | +14.2% |
| 6M | +26.1% | +8.9% | +17.2% | +23.7% |
| YTD | +6.7% | +10.5% | -3.8% | +4.2% |
| 1Y | -10.7% | +17.5% | -28.2% | -14.3% |
| 3Y | +7.0% | -27.7% | +34.7% | +11.7% |
| All | +23.6% | -16.0% | +39.6% | +25.2% |
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