+46.5%
PYPL vs BMRN
-52.5%
+99.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -2.3% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -9.7% | +1.3% | -11.0% | -10.3% |
| 3M | +29.2% | +14.3% | +14.9% | +23.6% |
| 6M | +13.9% | +5.7% | +8.1% | +11.2% |
| YTD | -8.1% | +8.7% | -16.9% | -11.3% |
| 1Y | -21.4% | +14.6% | -36.0% | -25.9% |
| 3Y | -11.8% | -28.3% | +16.5% | -5.9% |
| 5Y | -81.1% | -15.7% | -65.4% | -81.1% |
| 10Y | +36.9% | -33.7% | +70.6% | +35.6% |
| All | +46.5% | -52.5% | +99.0% | +58.6% |
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 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