+68.3%
PR vs BMRN
+10.1%
+58.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -0.9% |
| 7D | -12.4% | -0.5% | -11.9% | -12.4% |
| 30D | -6.6% | +4.3% | -10.9% | -6.3% |
| 3M | +7.5% | -10.4% | +17.9% | +7.3% |
| 6M | +10.8% | +5.8% | +5.0% | +12.0% |
| YTD | +57.0% | -3.8% | +60.8% | +59.0% |
| All | +68.3% | +10.1% | +58.2% | +69.7% |
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 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