+640.4%
PEP vs BMRN
+329.9%
+310.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +2.9% | +2.1% | +0.8% | +2.8% |
| 30D | +12.5% | +3.8% | +8.7% | +12.2% |
| 3M | +4.5% | -16.5% | +21.0% | +5.7% |
| 6M | -0.5% | +6.9% | -7.4% | -1.0% |
| YTD | +4.4% | -3.7% | +8.1% | +4.4% |
| 1Y | +4.4% | +5.6% | -1.2% | +3.6% |
| 3Y | -3.4% | -31.4% | +28.0% | -1.9% |
| 5Y | +5.2% | -30.0% | +35.1% | +6.0% |
| 10Y | +92.1% | -37.4% | +129.5% | +91.9% |
| All | +640.4% | +329.9% | +310.5% | +489.8% |
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 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