-23.1%
PFE vs BMRN
-28.4%
+5.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -3.0% | +2.1% | -5.1% | -3.4% |
| 30D | +5.2% | +5.3% | -0.1% | +4.1% |
| 3M | +12.2% | -16.1% | +28.4% | +16.0% |
| 6M | +17.8% | +10.9% | +6.9% | +15.1% |
| YTD | +26.2% | -1.9% | +28.0% | +26.0% |
| 1Y | +23.2% | +6.2% | +17.0% | +20.7% |
| 3Y | +21.3% | -30.5% | +51.8% | +25.1% |
| 5Y | -23.1% | -28.4% | +5.3% | -20.0% |
| All | -23.1% | -28.4% | +5.3% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling