+285.5%
PFGC vs BMRN
-29.6%
+315.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -12.5% | -6.5% | -6.0% | -10.9% |
| 3M | -9.7% | +18.3% | -28.0% | -14.4% |
| 6M | +7.0% | +8.9% | -1.9% | +3.5% |
| YTD | +4.5% | +10.5% | -6.0% | +0.3% |
| 1Y | -11.6% | +17.5% | -29.1% | -17.4% |
| 3Y | +58.5% | -27.7% | +86.2% | +66.9% |
| 5Y | +112.6% | -15.8% | +128.4% | +108.7% |
| All | +285.5% | -29.6% | +315.1% | +274.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling