+662.8%
PENG vs BMRN
-26.9%
+689.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.1% |
| 7D | +7.8% | -0.3% | +8.1% | +7.9% |
| 30D | -12.2% | +1.3% | -13.5% | -13.1% |
| 3M | -20.6% | +14.3% | -34.9% | -25.4% |
| 6M | +180.9% | +5.7% | +175.2% | +169.9% |
| YTD | +162.3% | +8.7% | +153.5% | +148.3% |
| 1Y | +107.3% | +14.6% | +92.6% | +90.3% |
| 3Y | +110.8% | -28.3% | +139.1% | +124.4% |
| 5Y | +117.8% | -15.7% | +133.6% | +110.7% |
| All | +662.8% | -26.9% | +689.7% | +587.6% |
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 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