+173.5%
RCL vs BMRN
-28.6%
+202.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.2% | -3.8% | +1.6% | -1.2% |
| 30D | -15.7% | -6.5% | -9.2% | -14.2% |
| 3M | -8.0% | +11.2% | -19.2% | -11.0% |
| 6M | -10.1% | +5.8% | -15.9% | -12.2% |
| YTD | -5.9% | +8.4% | -14.3% | -8.7% |
| 1Y | -23.5% | +15.7% | -39.1% | -27.4% |
| All | +173.5% | -28.6% | +202.1% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling