+103.3%
PENG vs BMRN
+10.1%
+93.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.1% | +7.2% | +9.9% |
| 7D | -3.8% | -0.5% | -3.3% | -3.9% |
| 30D | -40.1% | +4.3% | -44.4% | -39.1% |
| 3M | -21.8% | -10.4% | -11.4% | -23.0% |
| 6M | +3.3% | +5.8% | -2.4% | +3.1% |
| YTD | +133.6% | -3.8% | +137.4% | +132.1% |
| All | +103.3% | +10.1% | +93.2% | +100.9% |
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