-28.4%
QS vs BMRN
+12.9%
-41.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.3% | +2.9% | -5.2% | -3.1% |
| 30D | -0.7% | +11.0% | -11.8% | -3.3% |
| 3M | -39.6% | +17.8% | -57.5% | -42.3% |
| 6M | -21.7% | +10.1% | -31.8% | -24.3% |
| YTD | -47.4% | +11.9% | -59.4% | -49.5% |
| 1Y | -28.4% | +17.2% | -45.6% | -34.2% |
| All | -28.4% | +12.9% | -41.3% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling