-17.7%
PSKY vs BMRN
-27.2%
+9.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +11.6% | -6.5% | +18.1% | +12.9% |
| 3M | +1.5% | +18.3% | -16.7% | -1.8% |
| 6M | +7.7% | +8.9% | -1.2% | +5.6% |
| YTD | -20.1% | +10.5% | -30.6% | -21.9% |
| 1Y | -38.3% | +17.5% | -55.8% | -40.6% |
| 3Y | -17.7% | -27.7% | +10.0% | -19.9% |
| All | -17.7% | -27.2% | +9.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling