+330.8%
PBF vs BMRN
+33.3%
+297.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +4.3% | +2.9% | +1.4% | +3.4% |
| 30D | +22.0% | +11.0% | +10.9% | +18.1% |
| 3M | +74.5% | +17.8% | +56.7% | +65.5% |
| 6M | +67.7% | +10.1% | +57.6% | +60.5% |
| YTD | +179.2% | +11.9% | +167.2% | +164.9% |
| 1Y | +170.0% | +17.2% | +152.8% | +150.8% |
| 3Y | +66.4% | -28.5% | +94.9% | +75.8% |
| 5Y | +764.5% | -21.7% | +786.2% | +754.9% |
| 10Y | +358.5% | -30.5% | +389.0% | +337.6% |
| All | +330.8% | +33.3% | +297.5% | +243.0% |
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