+190.1%
QSR vs BMRN
-29.5%
+219.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -4.7% | -1.4% | -3.3% | -4.4% |
| 30D | +4.3% | -5.8% | +10.1% | +5.4% |
| 3M | +5.4% | +16.6% | -11.2% | +2.1% |
| 6M | +8.2% | +7.6% | +0.6% | +6.0% |
| YTD | +14.1% | +10.2% | +3.9% | +11.2% |
| 1Y | +28.1% | +20.2% | +7.9% | +22.0% |
| 3Y | +25.3% | -27.4% | +52.6% | +29.7% |
| 5Y | +40.4% | -16.0% | +56.4% | +38.5% |
| 10Y | +132.4% | -30.3% | +162.7% | +121.9% |
| All | +190.1% | -29.5% | +219.6% | +159.3% |
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