-35.4%
RBLX vs BMRN
-17.8%
-17.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +8.1% | -1.4% | +9.5% | +8.6% |
| 30D | +23.9% | -5.8% | +29.7% | +26.3% |
| 3M | +8.1% | +16.6% | -8.5% | +1.7% |
| 6M | -23.7% | +7.6% | -31.3% | -26.3% |
| YTD | -44.6% | +10.2% | -54.8% | -47.3% |
| 1Y | -66.2% | +20.2% | -86.4% | -69.4% |
| 3Y | +54.7% | -27.4% | +82.1% | +70.6% |
| 5Y | -48.9% | -16.0% | -32.9% | -48.3% |
| All | -35.4% | -17.8% | -17.6% | -37.4% |
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