+46.9%
PM vs BMRN
+8.7%
+38.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +1.6% |
| 7D | +4.3% | +2.0% | +2.2% | +4.3% |
| 30D | +11.5% | -0.7% | +12.2% | +11.4% |
| 3M | +13.0% | -5.9% | +19.0% | +12.9% |
| 6M | +25.9% | +3.0% | +22.9% | +26.3% |
| YTD | +34.0% | -3.9% | +37.9% | +34.2% |
| 1Y | +46.9% | +8.8% | +38.1% | +47.3% |
| All | +46.9% | +8.7% | +38.2% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling