+97.5%
REGN vs BMRN
-29.6%
+127.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -2.0% | -6.5% | +4.5% | +0.3% |
| 3M | +28.0% | +18.3% | +9.7% | +20.7% |
| 6M | +1.2% | +8.9% | -7.7% | -2.2% |
| YTD | +1.6% | +10.5% | -8.9% | -2.4% |
| 1Y | +38.2% | +17.5% | +20.8% | +29.1% |
| 3Y | -5.4% | -27.7% | +22.4% | +1.4% |
| 5Y | +21.3% | -15.8% | +37.0% | +19.6% |
| All | +97.5% | -29.6% | +127.1% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling