-14.9%
PEP vs BMRN
-28.6%
+13.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -1.7% | -3.8% | +2.1% | -1.4% |
| 30D | +0.3% | -6.5% | +6.8% | +0.8% |
| 3M | -3.2% | +11.2% | -14.5% | -4.2% |
| 6M | -13.6% | +5.8% | -19.4% | -14.1% |
| YTD | -1.9% | +8.4% | -10.2% | -2.7% |
| 1Y | -0.6% | +15.7% | -16.3% | -2.2% |
| All | -14.9% | -28.6% | +13.7% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling