-78.7%
RIG vs BMRN
+392.1%
-470.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.7% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -0.7% | -5.8% | +5.1% | +0.4% |
| 3M | -4.0% | +16.6% | -20.6% | -6.7% |
| 6M | -6.3% | +7.6% | -13.9% | -8.1% |
| YTD | +39.7% | +10.2% | +29.5% | +36.3% |
| 1Y | +78.1% | +20.2% | +57.9% | +70.6% |
| 3Y | -29.5% | -27.4% | -2.1% | -27.1% |
| 5Y | +65.3% | -16.0% | +81.3% | +65.2% |
| 10Y | -41.3% | -30.3% | -11.0% | -40.5% |
| All | -78.7% | +392.1% | -470.8% | -84.7% |
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