-100.0%
RCAT vs BMRN
+330.3%
-430.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.6% |
| 7D | -5.9% | +2.1% | -8.1% | -6.2% |
| 30D | -19.7% | +3.8% | -23.5% | -20.2% |
| 3M | -62.9% | -16.5% | -46.4% | -61.8% |
| 6M | -59.6% | +6.9% | -66.4% | -60.2% |
| YTD | -52.1% | -3.7% | -48.4% | -52.2% |
| 1Y | -50.9% | +5.6% | -56.5% | -51.7% |
| 3Y | +333.8% | -31.4% | +365.2% | +353.8% |
| 5Y | +40.7% | -30.0% | +70.7% | +46.0% |
| 10Y | -99.8% | -37.4% | -62.3% | -99.7% |
| All | -100.0% | +330.3% | -430.3% | -100.0% |
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