-54.1%
REPL vs BMRN
-18.1%
-36.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -1.9% |
| 7D | -9.6% | -3.8% | -5.8% | -7.2% |
| 30D | +5.7% | -6.5% | +12.2% | +10.4% |
| 3M | +56.4% | +11.2% | +45.2% | +43.1% |
| 6M | +67.4% | +5.8% | +61.6% | +58.8% |
| YTD | +48.7% | +8.4% | +40.3% | +39.7% |
| 1Y | +148.3% | +15.7% | +132.6% | +121.0% |
| 3Y | -26.7% | -28.6% | +1.9% | -20.4% |
| 5Y | -54.1% | -19.6% | -34.5% | -55.9% |
| All | -54.1% | -18.1% | -36.1% | -55.9% |
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