+107.3%
PENG vs BMRN
+12.4%
+94.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -1.3% |
| 7D | +7.8% | -0.3% | +8.1% | +7.8% |
| 30D | -12.2% | +1.3% | -13.5% | -11.9% |
| 3M | -20.6% | +14.3% | -34.9% | -19.6% |
| 6M | +180.9% | +5.7% | +175.2% | +184.5% |
| YTD | +162.3% | +8.7% | +153.5% | +164.1% |
| 1Y | +107.3% | +14.6% | +92.6% | +111.8% |
| All | +107.3% | +12.4% | +94.9% | +111.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling