-23.1%
PPG vs BMRN
-16.0%
-7.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -6.2% | -1.3% | -5.0% | -6.0% |
| 30D | -7.9% | -6.5% | -1.4% | -6.5% |
| 3M | -10.2% | +18.3% | -28.5% | -14.0% |
| 6M | +2.7% | +8.9% | -6.2% | 0.0% |
| YTD | +4.9% | +10.5% | -5.6% | +1.6% |
| 1Y | -3.2% | +17.5% | -20.7% | -8.2% |
| 3Y | -17.0% | -27.7% | +10.7% | -13.0% |
| All | -23.1% | -16.0% | -7.0% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling