+576.8%
PG vs BMRN
+393.4%
+183.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -1.3% | +18.3% | -19.6% | -2.5% |
| 6M | -3.8% | +8.9% | -12.7% | -4.5% |
| YTD | +3.6% | +10.5% | -6.9% | +2.7% |
| 1Y | -5.7% | +17.5% | -23.2% | -7.1% |
| 3Y | +1.6% | -27.7% | +29.3% | +2.8% |
| 5Y | +14.6% | -15.8% | +30.4% | +14.1% |
| 10Y | +121.2% | -30.1% | +151.3% | +118.6% |
| All | +576.8% | +393.4% | +183.4% | +476.5% |
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