-76.0%
PCG vs BMRN
-37.6%
-38.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.0% |
| 7D | +2.2% | +2.1% | 0.0% | +1.8% |
| 30D | +0.8% | +3.8% | -3.0% | 0.0% |
| 3M | -23.8% | -16.5% | -7.3% | -21.5% |
| 6M | -19.6% | +6.9% | -26.5% | -21.2% |
| YTD | -16.7% | -3.7% | -13.0% | -17.0% |
| 1Y | -19.4% | +5.6% | -24.9% | -21.3% |
| 3Y | -18.3% | -31.4% | +13.1% | -14.8% |
| 5Y | +10.4% | -30.0% | +40.4% | +12.8% |
| All | -76.0% | -37.6% | -38.3% | -76.0% |
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