+35.2%
PFE vs BMRN
-33.1%
+68.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.3% | -3.8% | -0.5% | -3.5% |
| 30D | +2.7% | -6.5% | +9.2% | +4.0% |
| 3M | +10.0% | +11.2% | -1.2% | +7.6% |
| 6M | +7.2% | +5.8% | +1.4% | +5.6% |
| YTD | +17.3% | +8.4% | +8.9% | +14.9% |
| 1Y | +20.3% | +15.7% | +4.7% | +15.8% |
| 3Y | -1.6% | -28.6% | +27.0% | +2.0% |
| 5Y | -21.4% | -19.6% | -1.8% | -21.8% |
| 10Y | +35.2% | -31.5% | +66.7% | +26.4% |
| All | +35.2% | -33.1% | +68.3% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling