-12.2%
PCOR vs BMRN
-25.9%
+13.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.9% |
| 7D | +2.2% | +1.0% | +1.1% | +1.6% |
| 30D | +37.4% | +4.3% | +33.2% | +34.9% |
| 3M | +33.2% | -19.3% | +52.5% | +46.8% |
| 6M | +60.6% | +7.2% | +53.4% | +54.0% |
| YTD | +6.2% | -4.6% | +10.8% | +7.2% |
| 1Y | -1.1% | +2.5% | -3.6% | -4.5% |
| 3Y | +48.4% | -32.5% | +80.9% | +69.5% |
| 5Y | -13.1% | -30.6% | +17.5% | -4.2% |
| All | -12.2% | -25.9% | +13.7% | -3.7% |
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 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