+455.3%
PL vs BMRN
-29.4%
+484.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.5% | +10.4% |
| 7D | -6.8% | -4.2% | -2.6% | -6.2% |
| 30D | -29.3% | +1.5% | -30.8% | -29.6% |
| 3M | -44.8% | -8.8% | -35.9% | -43.9% |
| 6M | -68.4% | +2.6% | -71.0% | -68.8% |
| YTD | -36.4% | -5.7% | -30.6% | -36.2% |
| 1Y | +0.7% | +8.1% | -7.4% | -4.2% |
| 3Y | +455.3% | -26.5% | +481.8% | +541.5% |
| All | +455.3% | -29.4% | +484.7% | +541.5% |
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 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