+63.9%
RBRK vs BMRN
+8.7%
+55.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.6% |
| 7D | -12.5% | +2.0% | -14.5% | -12.9% |
| 30D | -3.0% | -0.7% | -2.3% | -2.9% |
| 3M | +46.9% | -5.9% | +52.8% | +48.6% |
| 6M | +105.4% | +3.0% | +102.4% | +103.6% |
| YTD | +55.6% | -3.9% | +59.5% | +55.8% |
| 1Y | +63.9% | +8.8% | +55.1% | +60.2% |
| All | +63.9% | +8.7% | +55.2% | +60.2% |
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