+116.1%
PG vs BMRN
-29.6%
+145.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | +0.8% | -6.5% | +7.3% | +1.6% |
| 3M | -1.3% | +18.3% | -19.6% | -3.3% |
| 6M | -3.8% | +8.9% | -12.7% | -5.0% |
| YTD | +3.6% | +10.5% | -6.9% | +2.1% |
| 1Y | -5.7% | +17.5% | -23.2% | -8.0% |
| 3Y | +1.6% | -27.7% | +29.3% | +3.7% |
| 5Y | +14.6% | -15.8% | +30.4% | +13.4% |
| All | +116.1% | -29.6% | +145.8% | +112.4% |
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