+272.2%
QCOM vs BMRN
-29.8%
+302.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +4.9% | -1.4% | +6.3% | +5.3% |
| 30D | +9.3% | -5.8% | +15.1% | +11.0% |
| 3M | -7.0% | +16.6% | -23.6% | -11.3% |
| 6M | +32.0% | +7.6% | +24.4% | +28.2% |
| YTD | +5.0% | +10.2% | -5.2% | +1.1% |
| 1Y | +13.6% | +20.2% | -6.6% | +5.9% |
| 3Y | +77.6% | -27.4% | +104.9% | +86.7% |
| 5Y | +38.2% | -16.0% | +54.2% | +37.7% |
| All | +272.2% | -29.8% | +302.0% | +239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling