+763.1%
PM vs BMRN
+105.8%
+657.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | +2.9% | -7.8% | -5.3% |
| 30D | -3.4% | +11.0% | -14.4% | -4.9% |
| 3M | +5.2% | +17.8% | -12.6% | +2.7% |
| 6M | +3.7% | +10.1% | -6.4% | +2.0% |
| YTD | +15.8% | +11.9% | +3.8% | +13.4% |
| 1Y | +17.4% | +17.2% | +0.1% | +13.8% |
| 3Y | +116.9% | -28.5% | +145.4% | +122.7% |
| 5Y | +117.3% | -21.7% | +139.0% | +117.2% |
| 10Y | +193.8% | -30.5% | +224.3% | +186.5% |
| All | +763.1% | +105.8% | +657.3% | +506.1% |
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