-24.6%
PDD vs BMRN
-18.1%
-6.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.4% | -3.8% | -0.6% | -2.8% |
| 30D | -15.5% | -6.5% | -9.0% | -13.0% |
| 3M | -4.1% | +11.2% | -15.3% | -8.8% |
| 6M | -23.4% | +5.8% | -29.2% | -26.0% |
| YTD | -30.7% | +8.4% | -39.1% | -33.9% |
| 1Y | -37.6% | +15.7% | -53.3% | -43.0% |
| 3Y | -17.5% | -28.6% | +11.0% | -8.0% |
| 5Y | -24.6% | -19.6% | -5.0% | -20.8% |
| All | -24.6% | -18.1% | -6.6% | -20.8% |
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