+4,891.7%
PH vs BMRN
+329.9%
+4,561.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +4.3% | +2.1% | +2.2% | +4.0% |
| 30D | +0.1% | +3.8% | -3.6% | -0.7% |
| 3M | -9.4% | -16.5% | +7.1% | -6.7% |
| 6M | +8.8% | +6.9% | +1.9% | +6.8% |
| YTD | +9.6% | -3.7% | +13.3% | +9.5% |
| 1Y | +14.4% | +5.6% | +8.9% | +12.0% |
| 3Y | +134.5% | -31.4% | +165.9% | +144.9% |
| 5Y | +204.4% | -30.0% | +234.4% | +212.4% |
| 10Y | +697.3% | -37.4% | +734.7% | +705.4% |
| All | +4,891.7% | +329.9% | +4,561.8% | +3,367.7% |
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