+83.0%
PL vs BMRN
-16.0%
+99.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -9.3% | +2.9% | -12.2% | -10.1% |
| 30D | -18.9% | +11.0% | -30.0% | -21.8% |
| 3M | -58.4% | +17.8% | -76.2% | -60.9% |
| 6M | -30.3% | +10.1% | -40.4% | -33.3% |
| YTD | -8.1% | +11.9% | -20.1% | -13.2% |
| 1Y | +180.5% | +17.2% | +163.3% | +157.0% |
| 3Y | +444.1% | -28.5% | +472.6% | +512.5% |
| 5Y | +83.0% | -21.7% | +104.7% | +92.2% |
| All | +83.0% | -16.0% | +99.0% | +91.6% |
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