+110.2%
PFG vs BMRN
-16.0%
+126.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.4% | -1.3% | +0.8% | -0.2% |
| 30D | +2.9% | -6.5% | +9.4% | +4.3% |
| 3M | +6.7% | +18.3% | -11.5% | +2.5% |
| 6M | +33.8% | +8.9% | +24.9% | +30.5% |
| YTD | +35.0% | +10.5% | +24.4% | +31.0% |
| 1Y | +46.4% | +17.5% | +28.9% | +39.3% |
| 3Y | +71.7% | -27.7% | +99.4% | +79.9% |
| All | +110.2% | -16.0% | +126.2% | +111.2% |
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