+29.7%
Q vs BMRN
+17.6%
+12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.5% |
| 7D | +6.7% | -0.3% | +7.1% | +6.7% |
| 30D | -10.6% | +1.3% | -11.9% | -10.9% |
| 3M | -14.6% | +14.3% | -28.9% | -16.3% |
| 6M | +12.1% | +5.7% | +6.3% | +11.7% |
| YTD | +51.3% | +8.7% | +42.5% | +49.7% |
| All | +29.7% | +17.6% | +12.1% | +25.5% |
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 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