+293.8%
RCL vs BMRN
-30.5%
+324.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.9% |
| 7D | -0.2% | +1.0% | -1.3% | -0.6% |
| 30D | +14.4% | +4.3% | +10.1% | +12.5% |
| 3M | +5.2% | -19.3% | +24.4% | +14.0% |
| 6M | +26.1% | +7.2% | +18.9% | +20.9% |
| YTD | +17.4% | -4.6% | +21.9% | +17.8% |
| 1Y | +24.7% | +2.5% | +22.2% | +20.5% |
| 3Y | +250.9% | -32.5% | +283.4% | +288.8% |
| 5Y | +293.8% | -30.6% | +324.5% | +305.0% |
| All | +293.8% | -30.5% | +324.4% | +305.0% |
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 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