+170.0%
PBF vs BMRN
+12.9%
+157.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +4.3% | +2.9% | +1.4% | +4.5% |
| 30D | +22.0% | +11.0% | +10.9% | +23.1% |
| 3M | +74.5% | +17.8% | +56.7% | +76.8% |
| 6M | +67.7% | +10.1% | +57.6% | +73.5% |
| YTD | +179.2% | +11.9% | +167.2% | +186.1% |
| 1Y | +170.0% | +17.2% | +152.8% | +178.5% |
| All | +170.0% | +12.9% | +157.1% | +178.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling