+800.4%
PRU vs BMRN
+434.4%
+366.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.0% |
| 30D | +2.7% | +11.0% | -8.3% | -0.6% |
| 3M | +19.5% | +17.8% | +1.6% | +13.6% |
| 6M | +26.6% | +10.1% | +16.5% | +22.1% |
| YTD | +12.3% | +11.9% | +0.4% | +7.6% |
| 1Y | +18.0% | +17.2% | +0.8% | +10.5% |
| 3Y | +47.0% | -28.5% | +75.5% | +54.8% |
| 5Y | +48.4% | -21.7% | +70.1% | +48.0% |
| 10Y | +142.4% | -30.5% | +172.9% | +133.1% |
| All | +800.4% | +434.4% | +366.0% | +321.4% |
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