-27.0%
REPL vs BMRN
-28.6%
+1.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -9.6% | -3.8% | -5.8% | -7.3% |
| 30D | +5.7% | -6.5% | +12.2% | +10.2% |
| 3M | +56.4% | +11.2% | +45.2% | +43.6% |
| 6M | +67.4% | +5.8% | +61.6% | +56.5% |
| YTD | +48.7% | +8.4% | +40.3% | +38.1% |
| 1Y | +148.3% | +15.7% | +132.6% | +122.7% |
| All | -27.0% | -28.6% | +1.6% | -9.5% |
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