+1,150.0%
PAYX vs BMRN
+393.4%
+756.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | -3.8% | -6.5% | +2.7% | -3.0% |
| 3M | +17.9% | +18.3% | -0.4% | +15.1% |
| 6M | +26.1% | +8.9% | +17.2% | +24.2% |
| YTD | +6.7% | +10.5% | -3.8% | +4.9% |
| 1Y | -10.7% | +17.5% | -28.2% | -13.4% |
| 3Y | +7.0% | -27.7% | +34.7% | +9.6% |
| 5Y | +22.6% | -15.8% | +38.4% | +22.1% |
| 10Y | +166.5% | -30.1% | +196.7% | +164.0% |
| All | +1,150.0% | +393.4% | +756.7% | +793.4% |
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