-44.6%
PNR vs BMRN
+12.9%
-57.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | +2.9% | -5.2% | -2.7% |
| 30D | -12.8% | +11.0% | -23.8% | -14.1% |
| 3M | -17.0% | +17.8% | -34.8% | -18.9% |
| 6M | -37.4% | +10.1% | -47.5% | -38.5% |
| YTD | -41.6% | +11.9% | -53.6% | -42.7% |
| 1Y | -44.6% | +17.2% | -61.9% | -44.9% |
| All | -44.6% | +12.9% | -57.6% | -44.9% |
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