+4,115.3%
PCAR vs BMRN
+399.8%
+3,715.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | -6.2% | +11.0% | -17.3% | -8.2% |
| 3M | +5.9% | +17.8% | -11.9% | +2.6% |
| 6M | +0.4% | +10.1% | -9.7% | -1.9% |
| YTD | +14.8% | +11.9% | +2.9% | +11.8% |
| 1Y | +30.1% | +17.2% | +12.9% | +25.1% |
| 3Y | +66.7% | -28.5% | +95.1% | +72.7% |
| 5Y | +166.1% | -21.7% | +187.8% | +167.2% |
| 10Y | +353.7% | -30.5% | +384.2% | +343.4% |
| All | +4,115.3% | +399.8% | +3,715.5% | +2,416.7% |
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 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