+1,641.2%
PBR vs BMRN
+281.7%
+1,359.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | -3.8% | +4.2% | +1.2% |
| 30D | +17.5% | -6.5% | +24.0% | +19.2% |
| 3M | +20.9% | +11.2% | +9.7% | +17.6% |
| 6M | +20.2% | +5.8% | +14.4% | +17.6% |
| YTD | +84.3% | +8.4% | +75.9% | +78.8% |
| 1Y | +77.1% | +15.7% | +61.4% | +68.2% |
| 3Y | +100.8% | -28.6% | +129.4% | +107.9% |
| 5Y | +556.1% | -19.6% | +575.7% | +547.2% |
| 10Y | +676.1% | -31.5% | +707.6% | +669.6% |
| All | +1,641.2% | +281.7% | +1,359.5% | +943.0% |
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