-38.9%
PSKY vs BMRN
+516.4%
-555.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.3% |
| 7D | -6.8% | -3.8% | -3.0% | -5.7% |
| 30D | +10.2% | -6.5% | +16.7% | +12.5% |
| 3M | +0.3% | +11.2% | -10.9% | -3.3% |
| 6M | -7.8% | +5.8% | -13.6% | -10.1% |
| YTD | -23.0% | +8.4% | -31.3% | -25.6% |
| 1Y | -31.6% | +15.7% | -47.3% | -35.9% |
| 3Y | -21.3% | -28.6% | +7.3% | -16.6% |
| 5Y | -71.5% | -19.6% | -51.9% | -71.4% |
| 10Y | -75.6% | -31.5% | -44.1% | -76.9% |
| All | -38.9% | +516.4% | -555.3% | -75.0% |
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