+40.9%
QSR vs BMRN
-16.0%
+56.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | +5.1% | +18.3% | -13.2% | +2.0% |
| 6M | +8.8% | +8.9% | -0.1% | +6.8% |
| YTD | +14.8% | +10.5% | +4.3% | +12.3% |
| 1Y | +25.7% | +17.5% | +8.3% | +21.1% |
| 3Y | +27.5% | -27.7% | +55.2% | +32.3% |
| All | +40.9% | -16.0% | +56.9% | +37.7% |
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