-100.0%
RCAT vs BMRN
+400.2%
-500.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | -3.3% | +11.0% | -14.4% | -4.9% |
| 3M | -43.2% | +17.8% | -61.0% | -44.8% |
| 6M | -43.2% | +10.1% | -53.3% | -44.2% |
| YTD | +5.5% | +11.9% | -6.4% | +3.0% |
| 1Y | -1.6% | +17.2% | -18.9% | -4.7% |
| 3Y | +773.7% | -28.5% | +802.2% | +804.8% |
| 5Y | +187.6% | -21.7% | +209.3% | +192.5% |
| 10Y | -98.5% | -30.5% | -67.9% | -98.4% |
| All | -100.0% | +400.2% | -500.2% | -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