+20.3%
RF vs BMRN
+4.1%
+16.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +1.9% | +2.1% | -0.2% | +1.7% |
| 30D | +7.3% | +3.8% | +3.5% | +6.9% |
| 3M | -7.9% | -16.5% | +8.6% | -6.4% |
| 6M | +10.5% | +6.9% | +3.6% | +9.4% |
| YTD | +9.6% | -3.7% | +13.3% | +9.5% |
| 1Y | +20.3% | +5.6% | +14.7% | +20.9% |
| All | +20.3% | +4.1% | +16.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling