+108.7%
PSLV vs BMRN
+164.6%
-56.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | -2.1% | -6.5% | +4.3% | -1.7% |
| 3M | -1.6% | +18.3% | -19.9% | -2.9% |
| 6M | -25.5% | +8.9% | -34.4% | -26.1% |
| YTD | -11.4% | +10.5% | -21.9% | -12.2% |
| 1Y | +48.6% | +17.5% | +31.1% | +46.4% |
| 3Y | +166.9% | -27.7% | +194.6% | +170.1% |
| 5Y | +152.4% | -15.8% | +168.2% | +151.4% |
| 10Y | +187.8% | -30.1% | +217.9% | +186.0% |
| All | +108.7% | +164.6% | -56.0% | +72.0% |
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