+690.4%
PPL vs BMRN
+329.5%
+360.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.4% |
| 7D | -1.2% | -0.5% | -0.8% | -1.2% |
| 30D | +4.2% | +4.3% | -0.1% | +3.9% |
| 3M | +1.5% | -10.4% | +11.9% | +2.2% |
| 6M | +1.0% | +5.8% | -4.7% | +0.5% |
| YTD | +4.4% | -3.8% | +8.2% | +4.4% |
| 1Y | +0.8% | +11.1% | -10.4% | -0.5% |
| 3Y | +56.5% | -31.7% | +88.2% | +59.2% |
| 5Y | +47.7% | -30.9% | +78.6% | +49.3% |
| 10Y | +64.4% | -37.7% | +102.1% | +64.1% |
| All | +690.4% | +329.5% | +360.8% | +553.0% |
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