+140.9%
RF vs BMRN
+320.9%
-180.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -4.2% | +3.3% | -0.1% |
| 30D | +6.0% | +1.5% | +4.5% | +5.7% |
| 3M | -8.9% | -8.8% | -0.1% | -7.5% |
| 6M | +2.3% | +2.6% | -0.3% | +1.3% |
| YTD | +7.6% | -5.7% | +13.3% | +8.0% |
| 1Y | +21.2% | +8.1% | +13.1% | +18.0% |
| 3Y | +108.5% | -26.5% | +135.0% | +115.4% |
| 5Y | +43.2% | -33.2% | +76.5% | +48.9% |
| 10Y | +288.1% | -31.7% | +319.7% | +286.3% |
| All | +140.9% | +320.9% | -180.0% | +74.8% |
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