+378.1%
PSX vs BMRN
-29.6%
+407.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | +15.6% | -6.5% | +22.1% | +17.1% |
| 3M | +46.5% | +18.3% | +28.2% | +41.3% |
| 6M | +55.0% | +8.9% | +46.1% | +51.3% |
| YTD | +105.3% | +10.5% | +94.8% | +99.4% |
| 1Y | +101.6% | +17.5% | +84.1% | +92.1% |
| 3Y | +134.1% | -27.7% | +161.9% | +143.2% |
| 5Y | +368.7% | -15.8% | +384.5% | +355.8% |
| All | +378.1% | -29.6% | +407.7% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling