+132.9%
PFE vs BMRN
+399.8%
-266.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +2.9% | -1.1% | +1.4% |
| 30D | +10.2% | +11.0% | -0.8% | +8.8% |
| 3M | +12.7% | +17.8% | -5.1% | +10.4% |
| 6M | +10.5% | +10.1% | +0.4% | +9.0% |
| YTD | +20.2% | +11.9% | +8.2% | +18.2% |
| 1Y | +24.1% | +17.2% | +6.8% | +21.1% |
| 3Y | -3.6% | -28.5% | +24.9% | -1.2% |
| 5Y | -20.9% | -21.7% | +0.8% | -20.5% |
| 10Y | +35.8% | -30.5% | +66.3% | +34.1% |
| All | +132.9% | +399.8% | -266.9% | +54.3% |
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