+144.2%
RF vs BMRN
+329.1%
-184.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +2.6% | -2.3% | -0.2% |
| 30D | +6.2% | +4.3% | +1.9% | +5.3% |
| 3M | -7.8% | -17.1% | +9.2% | -4.6% |
| 6M | +5.9% | +5.7% | +0.2% | +4.2% |
| YTD | +9.0% | -3.9% | +12.9% | +9.1% |
| 1Y | +19.3% | +8.5% | +10.8% | +16.0% |
| 3Y | +116.4% | -32.0% | +148.4% | +127.4% |
| 5Y | +46.0% | -29.9% | +76.0% | +50.5% |
| 10Y | +239.8% | -38.9% | +278.7% | +244.9% |
| All | +144.2% | +329.1% | -184.9% | +76.5% |
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 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