+72.9%
PBR vs BMRN
+8.7%
+64.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -6.7% |
| 7D | -11.0% | +2.0% | -13.0% | -10.7% |
| 30D | -18.8% | -0.7% | -18.1% | -18.7% |
| 3M | +7.8% | -5.9% | +13.7% | +7.4% |
| 6M | -7.6% | +3.0% | -10.6% | -6.9% |
| YTD | +72.7% | -3.9% | +76.5% | +73.6% |
| 1Y | +72.9% | +8.8% | +64.2% | +72.8% |
| All | +72.9% | +8.7% | +64.3% | +72.8% |
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