+3,517.4%
PCAR vs BMRN
+329.9%
+3,187.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.9% | +2.1% | +2.8% | +4.5% |
| 30D | -1.4% | +3.8% | -5.2% | -2.1% |
| 3M | -18.1% | -16.5% | -1.6% | -15.5% |
| 6M | -4.0% | +6.9% | -10.9% | -5.7% |
| YTD | -1.5% | -3.7% | +2.2% | -1.5% |
| 1Y | +13.2% | +5.6% | +7.6% | +10.9% |
| 3Y | +35.8% | -31.4% | +67.2% | +42.1% |
| 5Y | +114.6% | -30.0% | +144.6% | +120.1% |
| 10Y | +289.6% | -37.4% | +327.0% | +288.4% |
| All | +3,517.4% | +329.9% | +3,187.5% | +2,118.5% |
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