+133.1%
QSR vs BMRN
-29.6%
+162.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | +2.8% | -6.5% | +9.2% | +4.0% |
| 3M | +5.1% | +18.3% | -13.2% | +1.6% |
| 6M | +8.8% | +8.9% | -0.1% | +6.5% |
| YTD | +14.8% | +10.5% | +4.3% | +11.9% |
| 1Y | +25.7% | +17.5% | +8.3% | +20.5% |
| 3Y | +27.5% | -27.7% | +55.2% | +32.2% |
| 5Y | +41.3% | -15.8% | +57.0% | +39.2% |
| All | +133.1% | -29.6% | +162.7% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling