-27.2%
PDD vs BMRN
-31.8%
+4.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -1.0% | +2.6% | -3.6% | -1.5% |
| 30D | -2.4% | +4.3% | -6.6% | -3.3% |
| 3M | -14.6% | -17.1% | +2.4% | -11.3% |
| 6M | -19.6% | +5.7% | -25.3% | -20.8% |
| YTD | -30.0% | -3.9% | -26.1% | -29.7% |
| 1Y | -42.5% | +8.5% | -51.0% | -44.0% |
| 3Y | -27.2% | -32.0% | +4.8% | -16.7% |
| All | -27.2% | -31.8% | +4.6% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling