+38.9%
QCOM vs BMRN
-18.1%
+57.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +4.4% | -3.8% | +8.2% | +5.4% |
| 30D | +9.4% | -6.5% | +15.9% | +11.3% |
| 3M | -13.7% | +11.2% | -24.9% | -16.5% |
| 6M | +28.9% | +5.8% | +23.1% | +25.8% |
| YTD | +4.7% | +8.4% | -3.6% | +1.4% |
| 1Y | +13.5% | +15.7% | -2.2% | +6.9% |
| 3Y | +77.1% | -28.6% | +105.7% | +89.1% |
| 5Y | +38.9% | -19.6% | +58.5% | +38.6% |
| All | +38.9% | -18.1% | +57.0% | +38.6% |
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 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