-10.0%
PTC vs BMRN
-28.6%
+18.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -13.6% | -3.8% | -9.7% | -12.9% |
| 30D | -14.7% | -6.5% | -8.2% | -13.6% |
| 3M | -5.9% | +11.2% | -17.1% | -7.9% |
| 6M | -21.1% | +5.8% | -26.9% | -22.2% |
| YTD | -26.0% | +8.4% | -34.4% | -27.4% |
| 1Y | -36.8% | +15.7% | -52.5% | -39.1% |
| All | -10.0% | -28.6% | +18.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling