+299.3%
PTC vs BMRN
+399.8%
-100.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -10.3% | +2.9% | -13.1% | -10.9% |
| 30D | +1.1% | +11.0% | -9.9% | -1.6% |
| 3M | +1.6% | +17.8% | -16.2% | -2.6% |
| 6M | -13.5% | +10.1% | -23.6% | -16.0% |
| YTD | -19.1% | +11.9% | -31.0% | -21.9% |
| 1Y | -33.9% | +17.2% | -51.1% | -37.3% |
| 3Y | -3.9% | -28.5% | +24.6% | +0.9% |
| 5Y | +6.0% | -21.7% | +27.7% | +7.5% |
| 10Y | +223.7% | -30.5% | +254.2% | +220.0% |
| All | +299.3% | +399.8% | -100.4% | +135.7% |
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