+163.9%
PCAR vs BMRN
-18.1%
+182.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -3.8% | +3.6% | +0.5% |
| 30D | -6.9% | -6.5% | -0.4% | -5.8% |
| 3M | +2.1% | +11.2% | -9.1% | -0.2% |
| 6M | +1.6% | +5.8% | -4.2% | +0.1% |
| YTD | +12.2% | +8.4% | +3.8% | +9.9% |
| 1Y | +28.0% | +15.7% | +12.4% | +23.2% |
| 3Y | +61.0% | -28.6% | +89.6% | +66.6% |
| 5Y | +163.9% | -19.6% | +183.5% | +157.7% |
| All | +163.9% | -18.1% | +182.0% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling