+415.3%
PR vs BMRN
-14.7%
+430.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.9% | +2.9% | 0.0% | +2.4% |
| 30D | +18.0% | +11.0% | +7.0% | +15.7% |
| 3M | +16.9% | +17.8% | -1.0% | +13.2% |
| 6M | +28.2% | +10.1% | +18.1% | +25.5% |
| YTD | +69.3% | +11.9% | +57.4% | +64.8% |
| 1Y | +69.5% | +17.2% | +52.3% | +62.4% |
| 3Y | +81.7% | -28.5% | +110.2% | +91.4% |
| All | +415.3% | -14.7% | +430.0% | +434.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling