+87.1%
PR vs BMRN
-32.7%
+119.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +17.4% | +1.3% | +16.1% | +16.9% |
| 3M | +21.8% | +14.3% | +7.5% | +17.2% |
| 6M | +27.6% | +5.7% | +21.9% | +24.6% |
| YTD | +71.4% | +8.7% | +62.7% | +65.7% |
| 1Y | +78.3% | +14.6% | +63.7% | +68.4% |
| 3Y | +85.5% | -28.3% | +113.8% | +95.0% |
| 5Y | +422.7% | -15.7% | +438.4% | +411.1% |
| 10Y | +87.1% | -33.7% | +120.8% | +85.6% |
| All | +87.1% | -32.7% | +119.9% | +85.6% |
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