+899.2%
PNC vs BMRN
+392.1%
+507.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -4.4% | -5.8% | +1.4% | -3.5% |
| 3M | +5.3% | +16.6% | -11.4% | +2.4% |
| 6M | +19.6% | +7.6% | +12.0% | +17.6% |
| YTD | +19.1% | +10.2% | +8.9% | +16.5% |
| 1Y | +24.3% | +20.2% | +4.1% | +19.3% |
| 3Y | +132.2% | -27.4% | +159.6% | +139.1% |
| 5Y | +52.3% | -16.0% | +68.3% | +51.5% |
| 10Y | +274.8% | -30.3% | +305.1% | +269.7% |
| All | +899.2% | +392.1% | +507.1% | +566.8% |
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 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