-22.2%
PFE vs BMRN
-16.8%
-5.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -1.8% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | +3.8% | +1.3% | +2.6% | +3.5% |
| 3M | +10.4% | +14.3% | -3.9% | +7.5% |
| 6M | +6.3% | +5.7% | +0.5% | +4.8% |
| YTD | +17.4% | +8.7% | +8.6% | +15.0% |
| 1Y | +21.1% | +14.6% | +6.5% | +17.1% |
| 3Y | -1.6% | -28.3% | +26.7% | +0.5% |
| 5Y | -22.2% | -15.7% | -6.4% | -22.9% |
| All | -22.2% | -16.8% | -5.3% | -22.9% |
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