+94.9%
PR vs BMRN
-31.2%
+126.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +6.0% | +2.1% | +3.8% | +5.8% |
| 30D | -4.2% | +3.8% | -8.0% | -4.5% |
| 3M | +10.0% | -16.5% | +26.4% | +11.9% |
| 6M | +15.6% | +6.9% | +8.7% | +14.5% |
| YTD | +68.2% | -3.7% | +71.9% | +68.6% |
| 1Y | +79.2% | +5.6% | +73.6% | +76.6% |
| 3Y | +94.9% | -31.4% | +126.3% | +103.3% |
| All | +94.9% | -31.2% | +126.1% | +103.3% |
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