+31.0%
PL vs BMRN
-30.6%
+61.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | +10.0% | +2.1% | +7.9% | +9.3% |
| 30D | -2.3% | +3.8% | -6.1% | -3.7% |
| 3M | -44.2% | -16.5% | -27.7% | -40.7% |
| 6M | -66.1% | +6.9% | -73.0% | -67.6% |
| YTD | -30.0% | -3.7% | -26.3% | -30.8% |
| 1Y | +21.0% | +5.6% | +15.5% | +13.8% |
| 3Y | +516.5% | -31.4% | +547.9% | +598.5% |
| All | +31.0% | -30.6% | +61.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling