-36.2%
PCOR vs BMRN
-15.6%
-20.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.9% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -1.5% | +1.3% | -2.8% | -2.4% |
| 3M | +18.5% | +14.3% | +4.2% | +11.3% |
| 6M | -4.7% | +5.7% | -10.4% | -7.8% |
| YTD | -22.8% | +8.7% | -31.5% | -26.6% |
| 1Y | -20.7% | +14.6% | -35.4% | -27.4% |
| 3Y | -14.6% | -28.3% | +13.8% | -3.9% |
| 5Y | -40.7% | -15.7% | -25.0% | -39.8% |
| All | -36.2% | -15.6% | -20.6% | -34.1% |
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