+1,623.4%
PLD vs BMRN
+399.8%
+1,223.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.4% | +2.9% | -5.3% | -2.9% |
| 30D | -2.4% | +11.0% | -13.5% | -4.4% |
| 3M | -3.8% | +17.8% | -21.6% | -6.7% |
| 6M | 0.0% | +10.1% | -10.1% | -2.1% |
| YTD | +9.2% | +11.9% | -2.7% | +6.4% |
| 1Y | +25.9% | +17.2% | +8.7% | +21.1% |
| 3Y | +21.3% | -28.5% | +49.8% | +25.5% |
| 5Y | +14.1% | -21.7% | +35.8% | +14.8% |
| 10Y | +237.9% | -30.5% | +268.4% | +231.4% |
| All | +1,623.4% | +399.8% | +1,223.7% | +1,112.6% |
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