+1,405.2%
QQQ vs BMRN
+392.1%
+1,013.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | -1.4% | -5.8% | +4.5% | -0.3% |
| 3M | +2.3% | +16.6% | -14.4% | -1.1% |
| 6M | +16.9% | +7.6% | +9.3% | +14.4% |
| YTD | +15.6% | +10.2% | +5.4% | +12.5% |
| 1Y | +22.6% | +20.2% | +2.4% | +16.7% |
| 3Y | +93.5% | -27.4% | +120.9% | +100.1% |
| 5Y | +93.9% | -16.0% | +109.9% | +92.9% |
| 10Y | +564.6% | -30.3% | +594.9% | +555.7% |
| All | +1,405.2% | +392.1% | +1,013.1% | +712.4% |
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