+669.7%
PENG vs BMRN
-24.7%
+694.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.3% | +6.4% |
| 7D | +4.5% | +2.9% | +1.7% | +3.5% |
| 30D | -7.1% | +11.0% | -18.2% | -10.9% |
| 3M | -27.3% | +17.8% | -45.1% | -32.3% |
| 6M | +169.6% | +10.1% | +159.5% | +155.3% |
| YTD | +164.6% | +11.9% | +152.7% | +148.1% |
| 1Y | +109.5% | +17.2% | +92.2% | +90.9% |
| 3Y | +98.9% | -28.5% | +127.4% | +112.6% |
| 5Y | +116.3% | -21.7% | +137.9% | +115.7% |
| All | +669.7% | -24.7% | +694.4% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling