+604.2%
PENG vs BMRN
-35.2%
+639.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | +13.2% | +2.1% | +11.1% | +12.5% |
| 30D | -29.9% | +3.8% | -33.7% | -31.0% |
| 3M | -22.2% | -16.5% | -5.7% | -18.1% |
| 6M | -1.9% | +6.9% | -8.8% | -7.0% |
| YTD | +142.1% | -3.7% | +145.8% | +137.2% |
| 1Y | +151.5% | +5.6% | +146.0% | +135.7% |
| 3Y | +206.9% | -31.4% | +238.3% | +229.3% |
| 5Y | +58.2% | -30.0% | +88.2% | +63.1% |
| All | +604.2% | -35.2% | +639.5% | +556.8% |
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 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