+3,328.3%
PSA vs BMRN
+385.5%
+2,942.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -8.2% | +1.3% | -9.4% | -8.4% |
| 3M | -2.1% | +14.3% | -16.4% | -3.8% |
| 6M | -0.2% | +5.7% | -5.9% | -1.2% |
| YTD | +18.5% | +8.7% | +9.7% | +16.9% |
| 1Y | +6.6% | +14.6% | -8.1% | +4.1% |
| 3Y | +24.5% | -28.3% | +52.8% | +27.4% |
| 5Y | +13.6% | -15.7% | +29.3% | +13.1% |
| 10Y | +102.0% | -33.7% | +135.6% | +99.3% |
| All | +3,328.3% | +385.5% | +2,942.8% | +2,539.7% |
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