+924.5%
RCL vs BMRN
+329.9%
+594.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | +17.8% | +3.8% | +14.1% | +16.8% |
| 3M | +4.9% | -16.5% | +21.4% | +9.5% |
| 6M | +23.7% | +6.9% | +16.9% | +20.9% |
| YTD | +17.8% | -3.7% | +21.5% | +18.1% |
| 1Y | +28.9% | +5.6% | +23.4% | +25.7% |
| 3Y | +241.9% | -31.4% | +273.3% | +264.4% |
| 5Y | +295.4% | -30.0% | +325.4% | +318.0% |
| 10Y | +344.1% | -37.4% | +381.5% | +362.7% |
| All | +924.5% | +329.9% | +594.6% | +539.0% |
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