-25.3%
QS vs BMRN
-27.4%
+2.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -18.3% | -5.8% | -12.5% | -16.4% |
| 3M | -26.0% | +16.6% | -42.6% | -30.6% |
| 6M | -24.0% | +7.6% | -31.6% | -26.9% |
| YTD | -50.3% | +10.2% | -60.5% | -52.7% |
| 1Y | -38.0% | +20.2% | -58.2% | -43.5% |
| All | -25.3% | -27.4% | +2.1% | -15.9% |
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