+5.3%
PPG vs BMRN
+12.9%
-7.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -1.5% | +2.9% | -4.4% | -1.8% |
| 30D | -5.0% | +11.0% | -16.0% | -6.4% |
| 3M | +1.1% | +17.8% | -16.7% | -1.2% |
| 6M | -3.2% | +10.1% | -13.3% | -5.0% |
| YTD | +11.9% | +11.9% | -0.1% | +9.6% |
| 1Y | +5.3% | +17.2% | -11.9% | +3.6% |
| All | +5.3% | +12.9% | -7.6% | +3.6% |
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