+43.6%
PENG vs BMRN
-33.2%
+76.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.5% | +12.4% |
| 7D | -19.4% | -4.2% | -15.2% | -18.7% |
| 30D | -42.4% | +1.5% | -43.9% | -42.7% |
| 3M | -25.6% | -8.8% | -16.8% | -24.8% |
| 6M | +7.3% | +2.6% | +4.7% | +3.8% |
| YTD | +113.9% | -5.7% | +119.6% | +111.4% |
| 1Y | +93.6% | +8.1% | +85.5% | +81.4% |
| 3Y | +170.2% | -26.5% | +196.7% | +175.8% |
| All | +43.6% | -33.2% | +76.9% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling