+512.8%
PNR vs BMRN
+393.4%
+119.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -6.0% | -1.3% | -4.8% | -5.8% |
| 30D | -14.0% | -6.5% | -7.5% | -13.1% |
| 3M | -21.7% | +18.3% | -40.0% | -23.9% |
| 6M | -37.3% | +8.9% | -46.2% | -38.3% |
| YTD | -45.1% | +10.5% | -55.6% | -46.3% |
| 1Y | -49.1% | +17.5% | -66.6% | -50.8% |
| 3Y | -14.8% | -27.7% | +12.9% | -12.3% |
| 5Y | -21.0% | -15.8% | -5.2% | -21.3% |
| 10Y | +64.7% | -30.1% | +94.9% | +62.8% |
| All | +512.8% | +393.4% | +119.4% | +325.0% |
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