+87.0%
PR vs BMRN
+8.7%
+78.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.2% | -6.4% |
| 7D | -12.1% | +2.0% | -14.1% | -11.9% |
| 30D | +0.9% | -0.7% | +1.6% | +1.0% |
| 3M | +10.1% | -5.9% | +16.0% | +10.2% |
| 6M | +1.1% | +3.0% | -1.9% | +2.3% |
| YTD | +63.7% | -3.9% | +67.5% | +65.7% |
| 1Y | +87.0% | +8.8% | +78.2% | +89.5% |
| All | +87.0% | +8.7% | +78.3% | +89.5% |
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