-20.1%
PCOR vs BMRN
-33.2%
+13.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +22.7% | -4.2% | +27.0% | +25.4% |
| 30D | +37.5% | +1.5% | +36.0% | +36.6% |
| 3M | +35.2% | -8.8% | +44.0% | +40.8% |
| 6M | +42.2% | +2.6% | +39.6% | +39.3% |
| YTD | +3.6% | -5.7% | +9.3% | +5.2% |
| 1Y | -4.8% | +8.1% | -12.8% | -10.9% |
| 3Y | +48.3% | -26.5% | +74.8% | +59.6% |
| All | -20.1% | -33.2% | +13.1% | -12.6% |
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