+100.5%
PSA vs BMRN
-29.6%
+130.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -8.4% | -6.5% | -1.9% | -7.5% |
| 3M | -7.8% | +18.3% | -26.1% | -10.2% |
| 6M | +0.8% | +8.9% | -8.1% | -0.8% |
| YTD | +16.5% | +10.5% | +6.0% | +14.3% |
| 1Y | +4.7% | +17.5% | -12.8% | +1.4% |
| 3Y | +21.1% | -27.7% | +48.8% | +24.2% |
| 5Y | +14.2% | -15.8% | +30.0% | +13.8% |
| All | +100.5% | -29.6% | +130.1% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling