+420.4%
PBF vs BMRN
-30.6%
+451.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +6.5% | +2.1% | +4.3% | +6.1% |
| 30D | -20.0% | +3.8% | -23.8% | -20.4% |
| 3M | -3.3% | -16.5% | +13.2% | -0.9% |
| 6M | +76.8% | +6.9% | +69.9% | +73.7% |
| YTD | +168.9% | -3.7% | +172.6% | +168.0% |
| 1Y | +96.4% | +5.6% | +90.8% | +91.2% |
| 3Y | +77.2% | -31.4% | +108.6% | +83.7% |
| All | +420.4% | -30.6% | +451.0% | +437.3% |
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