+42.1%
RF vs BMRN
-33.2%
+75.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -4.2% | +3.3% | 0.0% |
| 30D | +6.0% | +1.5% | +4.5% | +5.6% |
| 3M | -8.9% | -8.8% | -0.1% | -7.4% |
| 6M | +2.3% | +2.6% | -0.3% | +1.1% |
| YTD | +7.6% | -5.7% | +13.3% | +8.0% |
| 1Y | +21.2% | +8.1% | +13.1% | +17.2% |
| 3Y | +108.5% | -26.5% | +135.0% | +115.1% |
| All | +42.1% | -33.2% | +75.3% | +48.0% |
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