+645.0%
PENG vs BMRN
-35.8%
+680.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.6% |
| 7D | +34.6% | +1.0% | +33.6% | +34.2% |
| 30D | -35.9% | +4.3% | -40.2% | -37.0% |
| 3M | -14.7% | -19.3% | +4.6% | -9.1% |
| 6M | +13.5% | +7.2% | +6.3% | +7.4% |
| YTD | +156.1% | -4.6% | +160.7% | +151.7% |
| 1Y | +141.3% | +2.5% | +138.8% | +128.8% |
| 3Y | +223.4% | -32.5% | +255.9% | +249.1% |
| 5Y | +67.4% | -30.6% | +98.0% | +73.1% |
| All | +645.0% | -35.8% | +680.8% | +597.0% |
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