+200.2%
PTC vs BMRN
-29.6%
+229.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -7.3% | -1.3% | -6.0% | -6.9% |
| 30D | -11.6% | -6.5% | -5.1% | -9.9% |
| 3M | +10.5% | +18.3% | -7.8% | +4.8% |
| 6M | -17.8% | +8.9% | -26.7% | -20.5% |
| YTD | -24.9% | +10.5% | -35.4% | -27.9% |
| 1Y | -36.8% | +17.5% | -54.3% | -40.9% |
| 3Y | -8.7% | -27.7% | +19.0% | -3.3% |
| 5Y | +4.1% | -15.8% | +19.9% | +2.9% |
| All | +200.2% | -29.6% | +229.8% | +190.3% |
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