+409.4%
PFGC vs BMRN
-35.0%
+444.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -15.8% | +1.3% | -17.0% | -16.2% |
| 3M | -0.6% | +14.3% | -14.9% | -4.3% |
| 6M | +10.7% | +5.7% | +4.9% | +8.3% |
| YTD | +7.6% | +8.7% | -1.1% | +4.3% |
| 1Y | -7.8% | +14.6% | -22.5% | -12.6% |
| 3Y | +63.7% | -28.3% | +92.1% | +71.7% |
| 5Y | +112.3% | -15.7% | +128.0% | +109.9% |
| 10Y | +286.7% | -33.7% | +320.4% | +280.7% |
| All | +409.4% | -35.0% | +444.5% | +422.8% |
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