+5,826.3%
RGEN vs BMRN
+385.5%
+5,440.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +2.8% | +1.3% | +1.5% | +2.4% |
| 3M | +34.5% | +14.3% | +20.2% | +30.4% |
| 6M | +40.5% | +5.7% | +34.7% | +38.2% |
| YTD | +2.8% | +8.7% | -5.9% | +0.4% |
| 1Y | +39.6% | +14.6% | +25.0% | +34.5% |
| 3Y | +4.4% | -28.3% | +32.7% | +10.4% |
| 5Y | -42.8% | -15.7% | -27.0% | -41.4% |
| 10Y | +406.7% | -33.7% | +440.4% | +425.3% |
| All | +5,826.3% | +385.5% | +5,440.8% | +5,316.0% |
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 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