+361.8%
PCAR vs BMRN
-29.8%
+391.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -7.3% | -5.8% | -1.5% | -6.1% |
| 3M | +7.8% | +16.6% | -8.8% | +3.9% |
| 6M | +3.6% | +7.6% | -4.0% | +1.3% |
| YTD | +12.9% | +10.2% | +2.6% | +9.6% |
| 1Y | +27.3% | +20.2% | +7.1% | +20.7% |
| 3Y | +61.9% | -27.4% | +89.2% | +68.3% |
| 5Y | +164.2% | -16.0% | +180.1% | +160.1% |
| All | +361.8% | -29.8% | +391.6% | +327.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling