+1,350.1%
QCOM vs BMRN
+399.8%
+950.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +3.3% | +2.9% | +0.5% | +2.7% |
| 30D | +7.7% | +11.0% | -3.4% | +5.3% |
| 3M | -30.1% | +17.8% | -47.9% | -32.6% |
| 6M | +22.8% | +10.1% | +12.7% | +19.6% |
| YTD | +0.2% | +11.9% | -11.8% | -2.9% |
| 1Y | +7.9% | +17.2% | -9.4% | +3.1% |
| 3Y | +55.8% | -28.5% | +84.3% | +62.1% |
| 5Y | +30.1% | -21.7% | +51.8% | +31.8% |
| 10Y | +248.9% | -30.5% | +279.4% | +245.3% |
| All | +1,350.1% | +399.8% | +950.4% | +850.0% |
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 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