+44.1%
PL vs BMRN
-27.9%
+72.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.6% | +2.6% | +3.0% | +4.8% |
| 30D | -16.9% | +4.3% | -21.2% | -18.2% |
| 3M | -38.2% | -17.1% | -21.2% | -34.5% |
| 6M | -63.4% | +5.7% | -69.1% | -64.8% |
| YTD | -27.6% | -3.9% | -23.8% | -28.4% |
| 1Y | +6.6% | +8.5% | -1.9% | -0.5% |
| 3Y | +557.6% | -32.0% | +589.6% | +639.8% |
| 5Y | +39.5% | -29.9% | +69.4% | +54.0% |
| All | +44.1% | -27.9% | +72.0% | +58.2% |
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