+750.5%
PBF vs BMRN
-16.0%
+766.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +5.3% | -1.3% | +6.6% | +5.5% |
| 30D | +11.7% | -6.5% | +18.2% | +12.9% |
| 3M | +91.1% | +18.3% | +72.8% | +85.4% |
| 6M | +88.4% | +8.9% | +79.5% | +85.0% |
| YTD | +194.1% | +10.5% | +183.5% | +186.8% |
| 1Y | +180.4% | +17.5% | +162.9% | +168.6% |
| 3Y | +59.3% | -27.7% | +87.0% | +66.1% |
| All | +750.5% | -16.0% | +766.5% | +763.9% |
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