+1.5%
PPL vs BMRN
+12.4%
-10.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -1.1% | +1.3% | -2.4% | -1.2% |
| 3M | 0.0% | +14.3% | -14.3% | -0.7% |
| 6M | -7.6% | +5.7% | -13.3% | -8.6% |
| YTD | +1.7% | +8.7% | -7.0% | +0.7% |
| 1Y | +1.5% | +14.6% | -13.1% | +0.9% |
| All | +1.5% | +12.4% | -10.9% | +0.9% |
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