+1,131.3%
PSX vs BMRN
+96.6%
+1,034.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.4% | +2.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +27.8% | +1.3% | +26.5% | +27.3% |
| 3M | +42.0% | +14.3% | +27.7% | +38.2% |
| 6M | +58.1% | +5.7% | +52.4% | +55.4% |
| YTD | +105.0% | +8.7% | +96.3% | +100.0% |
| 1Y | +104.9% | +14.6% | +90.3% | +96.7% |
| 3Y | +134.1% | -28.3% | +162.4% | +142.4% |
| 5Y | +363.8% | -15.7% | +379.6% | +353.8% |
| 10Y | +370.1% | -33.7% | +403.8% | +355.8% |
| All | +1,131.3% | +96.6% | +1,034.7% | +927.1% |
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 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