+54.2%
RGTI vs BMRN
-16.8%
+71.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | +0.5% | -1.3% | +1.7% | +0.9% |
| 30D | -17.1% | -6.5% | -10.6% | -14.9% |
| 3M | -26.0% | +18.3% | -44.2% | -31.8% |
| 6M | -9.9% | +8.9% | -18.7% | -14.5% |
| YTD | -31.1% | +10.5% | -41.6% | -35.2% |
| 1Y | -8.5% | +17.5% | -26.0% | -17.3% |
| 3Y | +652.2% | -27.7% | +679.9% | +710.3% |
| 5Y | +56.8% | -15.8% | +72.5% | +61.7% |
| All | +54.2% | -16.8% | +71.0% | +58.9% |
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