-47.7%
QS vs BMRN
-45.1%
-2.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.6% |
| 7D | -5.0% | -1.4% | -3.6% | -4.4% |
| 30D | -18.3% | -5.8% | -12.5% | -16.0% |
| 3M | -26.0% | +16.6% | -42.6% | -31.8% |
| 6M | -24.0% | +7.6% | -31.6% | -27.7% |
| YTD | -50.3% | +10.2% | -60.5% | -53.4% |
| 1Y | -38.0% | +20.2% | -58.2% | -44.8% |
| 3Y | -24.6% | -27.4% | +2.8% | -15.8% |
| 5Y | -75.4% | -16.0% | -59.4% | -73.8% |
| All | -47.7% | -45.1% | -2.6% | -43.4% |
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