+73.2%
PR vs BMRN
-29.4%
+102.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -16.4% | -4.2% | -12.2% | -16.1% |
| 30D | -1.9% | +1.5% | -3.4% | -2.0% |
| 3M | +8.0% | -8.8% | +16.8% | +8.7% |
| 6M | +4.1% | +2.6% | +1.5% | +3.7% |
| YTD | +58.7% | -5.7% | +64.4% | +59.3% |
| 1Y | +75.8% | +8.1% | +67.7% | +72.9% |
| 3Y | +73.2% | -26.5% | +99.6% | +79.6% |
| All | +73.2% | -29.4% | +102.6% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling