+516.5%
PL vs BMRN
-31.2%
+547.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | +10.0% | +2.1% | +7.9% | +9.7% |
| 30D | -2.3% | +3.8% | -6.1% | -3.0% |
| 3M | -44.2% | -16.5% | -27.7% | -42.3% |
| 6M | -66.1% | +6.9% | -73.0% | -66.9% |
| YTD | -30.0% | -3.7% | -26.3% | -30.0% |
| 1Y | +21.0% | +5.6% | +15.5% | +16.4% |
| 3Y | +516.5% | -31.4% | +547.9% | +624.0% |
| All | +516.5% | -31.2% | +547.7% | +624.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling