-98.5%
RCAT vs BMRN
-29.8%
-68.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.6% |
| 7D | -5.4% | -1.4% | -4.0% | -4.7% |
| 30D | -24.2% | -5.8% | -18.4% | -21.6% |
| 3M | -25.8% | +16.6% | -42.5% | -33.0% |
| 6M | -44.9% | +7.6% | -52.5% | -48.4% |
| YTD | +1.9% | +10.2% | -8.3% | -7.2% |
| 1Y | -5.2% | +20.2% | -25.4% | -18.8% |
| 3Y | +759.6% | -27.4% | +786.9% | +854.8% |
| 5Y | +187.5% | -16.0% | +203.5% | +165.8% |
| All | -98.5% | -29.8% | -68.7% | -98.4% |
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 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