+341.8%
PBF vs BMRN
-29.6%
+371.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +5.3% | -1.3% | +6.6% | +5.7% |
| 30D | +11.7% | -6.5% | +18.2% | +13.9% |
| 3M | +91.1% | +18.3% | +72.8% | +80.5% |
| 6M | +88.4% | +8.9% | +79.5% | +80.6% |
| YTD | +194.1% | +10.5% | +183.5% | +179.2% |
| 1Y | +180.4% | +17.5% | +162.9% | +158.7% |
| 3Y | +59.3% | -27.7% | +87.0% | +68.8% |
| 5Y | +816.3% | -15.8% | +832.0% | +774.2% |
| All | +341.8% | -29.6% | +371.4% | +302.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling