+600.6%
PEP vs BMRN
+399.8%
+200.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +2.9% | -4.3% | -1.6% |
| 30D | +0.2% | +11.0% | -10.8% | -0.5% |
| 3M | -1.1% | +17.8% | -18.9% | -2.2% |
| 6M | -13.5% | +10.1% | -23.6% | -14.1% |
| YTD | -1.2% | +11.9% | -13.1% | -2.1% |
| 1Y | -1.6% | +17.2% | -18.8% | -2.9% |
| 3Y | -12.5% | -28.5% | +16.0% | -11.5% |
| 5Y | +3.0% | -21.7% | +24.7% | +3.1% |
| 10Y | +73.9% | -30.5% | +104.4% | +72.4% |
| All | +600.6% | +399.8% | +200.9% | +453.0% |
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