+82.2%
PR vs BMRN
-38.2%
+120.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.8% |
| 7D | +6.7% | +1.0% | +5.7% | +6.4% |
| 30D | -6.1% | +4.3% | -10.4% | -7.3% |
| 3M | +6.9% | -19.3% | +26.1% | +12.7% |
| 6M | +14.6% | +7.2% | +7.4% | +11.2% |
| YTD | +66.1% | -4.6% | +70.7% | +65.6% |
| 1Y | +77.0% | +2.5% | +74.5% | +71.8% |
| 3Y | +93.8% | -32.5% | +126.3% | +106.9% |
| 5Y | +268.2% | -30.6% | +298.9% | +279.9% |
| All | +82.2% | -38.2% | +120.4% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling