+807.9%
PRU vs BMRN
+368.5%
+439.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | -2.8% | +2.1% | -4.9% | -3.4% |
| 30D | +8.5% | +5.3% | +3.2% | +6.9% |
| 3M | +1.7% | -16.1% | +17.9% | +6.8% |
| 6M | +24.8% | +10.9% | +13.8% | +20.2% |
| YTD | +13.3% | -1.9% | +15.1% | +12.6% |
| 1Y | +21.4% | +6.2% | +15.2% | +17.1% |
| 3Y | +54.8% | -30.5% | +85.3% | +64.8% |
| 5Y | +42.4% | -28.4% | +70.7% | +46.0% |
| 10Y | +98.4% | -36.2% | +134.7% | +95.8% |
| All | +807.9% | +368.5% | +439.4% | +340.8% |
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 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