+39.4%
PPL vs BMRN
-14.7%
+54.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +2.9% | -0.2% | +2.3% |
| 30D | +0.5% | +11.0% | -10.6% | -0.9% |
| 3M | +0.7% | +17.8% | -17.2% | -1.4% |
| 6M | -7.6% | +10.1% | -17.7% | -8.9% |
| YTD | +1.8% | +11.9% | -10.1% | +0.1% |
| 1Y | -0.8% | +17.2% | -18.0% | -3.2% |
| 3Y | +56.9% | -28.5% | +85.4% | +62.0% |
| All | +39.4% | -14.7% | +54.1% | +39.7% |
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