+272.7%
PNC vs BMRN
-29.6%
+302.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | -4.4% | -6.5% | +2.1% | -2.9% |
| 3M | +5.2% | +18.3% | -13.0% | +0.7% |
| 6M | +20.6% | +8.9% | +11.8% | +17.4% |
| YTD | +19.8% | +10.5% | +9.2% | +15.9% |
| 1Y | +24.4% | +17.5% | +7.0% | +17.8% |
| 3Y | +131.2% | -27.7% | +159.0% | +142.2% |
| 5Y | +53.1% | -15.8% | +68.9% | +50.7% |
| All | +272.7% | -29.6% | +302.3% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling