+63.3%
PTC vs BMRN
-30.6%
+93.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +0.5% | +2.1% | -1.7% | -0.2% |
| 30D | +1.2% | +3.8% | -2.6% | 0.0% |
| 3M | +27.4% | -16.5% | +43.9% | +33.9% |
| 6M | +39.2% | +6.9% | +32.3% | +35.6% |
| YTD | +12.5% | -3.7% | +16.2% | +12.7% |
| 1Y | +12.3% | +5.6% | +6.7% | +8.6% |
| 3Y | +28.8% | -31.4% | +60.2% | +38.1% |
| All | +63.3% | -30.6% | +93.9% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling