+1.0%
RGEN vs BMRN
-27.4%
+28.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -2.9% | -1.4% | -1.5% | -2.4% |
| 30D | -0.1% | -5.8% | +5.8% | +2.3% |
| 3M | +25.9% | +16.6% | +9.3% | +17.9% |
| 6M | +35.2% | +7.6% | +27.6% | +30.3% |
| YTD | +0.5% | +10.2% | -9.7% | -4.4% |
| 1Y | +37.0% | +20.2% | +16.8% | +24.7% |
| All | +1.0% | -27.4% | +28.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling