+207.9%
PDD vs BMRN
-34.7%
+242.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | +2.9% | -6.9% | -5.1% |
| 30D | -9.6% | +11.0% | -20.6% | -13.3% |
| 3M | -4.3% | +17.8% | -22.1% | -10.3% |
| 6M | -18.8% | +10.1% | -28.9% | -22.4% |
| YTD | -27.5% | +11.9% | -39.4% | -31.3% |
| 1Y | -33.6% | +17.2% | -50.9% | -38.8% |
| 3Y | -20.4% | -28.5% | +8.1% | -13.8% |
| 5Y | -19.6% | -21.7% | +2.1% | -16.4% |
| All | +207.9% | -34.7% | +242.6% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling