+57.9%
PSLV vs BMRN
+12.9%
+45.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.6% | +2.9% | -3.5% | -1.1% |
| 30D | +7.3% | +11.0% | -3.8% | +5.8% |
| 3M | -7.4% | +17.8% | -25.2% | -9.6% |
| 6M | -20.3% | +10.1% | -30.4% | -21.4% |
| YTD | -8.2% | +11.9% | -20.2% | -10.0% |
| 1Y | +57.9% | +17.2% | +40.7% | +53.0% |
| All | +57.9% | +12.9% | +45.0% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling