-70.4%
PSKY vs BMRN
-16.0%
-54.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +11.6% | -6.5% | +18.1% | +13.6% |
| 3M | +1.5% | +18.3% | -16.7% | -3.3% |
| 6M | +7.7% | +8.9% | -1.2% | +4.5% |
| YTD | -20.1% | +10.5% | -30.6% | -22.9% |
| 1Y | -38.3% | +17.5% | -55.8% | -41.9% |
| 3Y | -17.7% | -27.7% | +10.0% | -13.0% |
| All | -70.4% | -16.0% | -54.4% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling