-20.5%
POET vs BMRN
+119.7%
-140.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -10.4% | -6.5% | -3.9% | -9.3% |
| 3M | -29.3% | +18.3% | -47.6% | -31.8% |
| 6M | +6.9% | +8.9% | -2.0% | +3.8% |
| YTD | +25.6% | +10.5% | +15.1% | +21.2% |
| 1Y | +49.2% | +17.5% | +31.7% | +42.0% |
| 3Y | +128.4% | -27.7% | +156.2% | +137.2% |
| 5Y | -4.2% | -15.8% | +11.6% | -4.8% |
| 10Y | +30.3% | -30.1% | +60.5% | +28.1% |
| All | -20.5% | +119.7% | -140.2% | -32.4% |
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