+3,567.3%
PCAR vs BMRN
+338.2%
+3,229.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +2.2% | +2.1% | +0.1% | +1.8% |
| 30D | +0.3% | +5.3% | -5.0% | -0.6% |
| 3M | -17.9% | -16.1% | -1.8% | -15.4% |
| 6M | -3.4% | +10.9% | -14.3% | -5.7% |
| YTD | -0.1% | -1.9% | +1.7% | -0.5% |
| 1Y | +13.4% | +6.2% | +7.2% | +11.0% |
| 3Y | +37.2% | -30.5% | +67.7% | +43.2% |
| 5Y | +117.3% | -28.4% | +145.7% | +121.9% |
| 10Y | +295.0% | -36.2% | +331.2% | +292.4% |
| All | +3,567.3% | +338.2% | +3,229.1% | +2,141.3% |
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 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