-22.1%
PCG vs BMRN
+399.8%
-421.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | +2.9% | -16.7% | -14.1% |
| 30D | -16.9% | +11.0% | -27.9% | -17.7% |
| 3M | -14.7% | +17.8% | -32.5% | -16.0% |
| 6M | -23.8% | +10.1% | -33.9% | -24.6% |
| YTD | -10.5% | +11.9% | -22.4% | -11.6% |
| 1Y | -5.1% | +17.2% | -22.3% | -6.8% |
| 3Y | -11.6% | -28.5% | +16.9% | -10.3% |
| 5Y | +59.0% | -21.7% | +80.7% | +59.4% |
| 10Y | -75.7% | -30.5% | -45.2% | -75.9% |
| All | -22.1% | +399.8% | -421.8% | -40.3% |
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