+102.6%
PBR vs BMRN
-27.2%
+129.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.4% | -1.3% | +6.6% | +5.4% |
| 30D | +22.9% | -6.5% | +29.4% | +23.1% |
| 3M | +19.6% | +18.3% | +1.4% | +18.8% |
| 6M | +16.5% | +8.9% | +7.6% | +16.3% |
| YTD | +86.7% | +10.5% | +76.1% | +86.0% |
| 1Y | +74.7% | +17.5% | +57.2% | +72.9% |
| 3Y | +102.6% | -27.7% | +130.3% | +101.2% |
| All | +102.6% | -27.2% | +129.8% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling