+158.9%
RF vs BMRN
+399.8%
-240.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.3% | +2.9% | -1.6% | +0.8% |
| 30D | -3.6% | +11.0% | -14.7% | -5.7% |
| 3M | +8.1% | +17.8% | -9.7% | +4.4% |
| 6M | +11.5% | +10.1% | +1.4% | +8.8% |
| YTD | +15.6% | +11.9% | +3.6% | +12.3% |
| 1Y | +15.7% | +17.2% | -1.6% | +10.9% |
| 3Y | +86.9% | -28.5% | +115.4% | +94.0% |
| 5Y | +89.8% | -21.7% | +111.5% | +91.1% |
| 10Y | +344.7% | -30.5% | +375.2% | +340.0% |
| All | +158.9% | +399.8% | -240.9% | +81.8% |
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