-75.5%
QS vs BMRN
-16.2%
-59.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.2% |
| 30D | -18.3% | -5.8% | -12.5% | -15.4% |
| 3M | -26.0% | +16.6% | -42.6% | -33.2% |
| 6M | -24.0% | +7.6% | -31.6% | -28.6% |
| YTD | -50.3% | +10.2% | -60.5% | -54.2% |
| 1Y | -38.0% | +20.2% | -58.2% | -46.7% |
| 3Y | -24.6% | -27.4% | +2.8% | -12.3% |
| All | -75.5% | -16.2% | -59.3% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling