-59.6%
RCAT vs BMRN
+9.0%
-68.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.6% |
| 7D | -5.9% | +2.1% | -8.1% | -6.1% |
| 30D | -19.7% | +3.8% | -23.5% | -19.9% |
| 3M | -62.9% | -16.5% | -46.4% | -61.8% |
| 6M | -59.6% | +6.9% | -66.4% | -58.5% |
| All | -59.6% | +9.0% | -68.6% | -58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling