+92.9%
QQQ vs BMRN
-27.2%
+120.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | -1.2% | -6.5% | +5.3% | -0.3% |
| 3M | -0.2% | +18.3% | -18.5% | -2.8% |
| 6M | +17.9% | +8.9% | +9.0% | +16.1% |
| YTD | +16.6% | +10.5% | +6.1% | +14.5% |
| 1Y | +23.0% | +17.5% | +5.5% | +19.0% |
| 3Y | +92.9% | -27.7% | +120.7% | +94.0% |
| All | +92.9% | -27.2% | +120.1% | +94.0% |
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 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