+159.2%
PR vs BMRN
-34.9%
+194.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.3% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | -4.6% | +5.3% | -9.9% | -5.9% |
| 3M | +4.7% | -16.1% | +20.8% | +8.9% |
| 6M | +12.4% | +10.9% | +1.5% | +8.6% |
| YTD | +62.9% | -1.9% | +64.7% | +61.4% |
| 1Y | +70.6% | +6.2% | +64.4% | +64.6% |
| 3Y | +90.0% | -30.5% | +120.6% | +100.3% |
| 5Y | +255.5% | -28.4% | +283.9% | +264.2% |
| 10Y | +78.7% | -36.2% | +115.0% | +90.0% |
| All | +159.2% | -34.9% | +194.1% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling