+22.6%
QSR vs BMRN
+8.7%
+13.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.8% | +5.3% |
| 7D | +5.2% | +2.0% | +3.2% | +5.0% |
| 30D | +12.2% | -0.7% | +12.9% | +12.1% |
| 3M | +7.0% | -5.9% | +13.0% | +7.2% |
| 6M | -0.3% | +3.0% | -3.3% | -0.5% |
| YTD | +18.0% | -3.9% | +21.9% | +18.0% |
| 1Y | +22.6% | +8.8% | +13.9% | +22.0% |
| All | +22.6% | +8.7% | +13.9% | +22.0% |
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