+139.9%
PFE vs BMRN
+329.9%
-190.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.0% |
| 30D | +0.3% | +3.8% | -3.4% | -0.1% |
| 3M | +9.4% | -16.5% | +25.9% | +11.7% |
| 6M | +14.9% | +6.9% | +8.0% | +13.7% |
| YTD | +23.8% | -3.7% | +27.5% | +23.9% |
| 1Y | +19.5% | +5.6% | +14.0% | +18.1% |
| 3Y | +21.0% | -31.4% | +52.4% | +24.9% |
| 5Y | -23.9% | -30.0% | +6.1% | -22.4% |
| 10Y | +47.8% | -37.4% | +85.3% | +47.9% |
| All | +139.9% | +329.9% | -190.0% | +61.8% |
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