+61.8%
PCG vs BMRN
-16.8%
+78.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -15.1% | +1.3% | -16.4% | -15.5% |
| 3M | -9.8% | +14.3% | -24.1% | -12.2% |
| 6M | -18.0% | +5.7% | -23.8% | -19.3% |
| YTD | -7.2% | +8.7% | -16.0% | -9.3% |
| 1Y | +2.9% | +14.6% | -11.8% | -0.8% |
| 3Y | -11.1% | -28.3% | +17.2% | -7.8% |
| 5Y | +61.8% | -15.7% | +77.5% | +60.9% |
| All | +61.8% | -16.8% | +78.6% | +60.9% |
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