+797.8%
PH vs BMRN
-29.6%
+827.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -11.0% | -6.5% | -4.5% | -9.4% |
| 3M | +5.5% | +18.3% | -12.7% | +0.4% |
| 6M | +1.5% | +8.9% | -7.4% | -1.6% |
| YTD | +8.8% | +10.5% | -1.7% | +4.8% |
| 1Y | +24.5% | +17.5% | +7.0% | +17.0% |
| 3Y | +141.2% | -27.7% | +168.9% | +153.8% |
| 5Y | +256.3% | -15.8% | +272.1% | +248.3% |
| All | +797.8% | -29.6% | +827.5% | +719.0% |
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