+9,113.0%
REGN vs BMRN
+393.4%
+8,719.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.1% |
| 30D | -2.0% | -6.5% | +4.5% | +0.5% |
| 3M | +28.0% | +18.3% | +9.7% | +20.0% |
| 6M | +1.2% | +8.9% | -7.7% | -2.6% |
| YTD | +1.6% | +10.5% | -8.9% | -2.8% |
| 1Y | +38.2% | +17.5% | +20.8% | +28.1% |
| 3Y | -5.4% | -27.7% | +22.4% | +2.2% |
| 5Y | +21.3% | -15.8% | +37.0% | +20.0% |
| 10Y | +105.2% | -30.1% | +135.4% | +97.7% |
| All | +9,113.0% | +393.4% | +8,719.6% | +3,497.2% |
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