+70.9%
RCAT vs BMRN
-28.4%
+99.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | +7.2% | +2.1% | +5.1% | +6.7% |
| 30D | -20.4% | +5.3% | -25.7% | -21.9% |
| 3M | -59.8% | -16.1% | -43.6% | -57.4% |
| 6M | -61.9% | +10.9% | -72.8% | -63.7% |
| YTD | -45.9% | -1.9% | -44.1% | -46.6% |
| 1Y | -50.5% | +6.2% | -56.7% | -52.8% |
| 3Y | +387.5% | -30.5% | +418.0% | +425.6% |
| 5Y | +70.9% | -28.4% | +99.3% | +76.1% |
| All | +70.9% | -28.4% | +99.4% | +76.1% |
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