-9.7%
RKT vs BMRN
-18.8%
+9.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -7.2% | -1.4% | -5.9% | -6.8% |
| 30D | -7.9% | -5.8% | -2.1% | -6.1% |
| 3M | +5.2% | +16.6% | -11.4% | -0.4% |
| 6M | -14.9% | +7.6% | -22.5% | -17.5% |
| YTD | -31.9% | +10.2% | -42.1% | -34.6% |
| 1Y | -36.9% | +20.2% | -57.1% | -41.5% |
| 3Y | +35.7% | -27.4% | +63.1% | +45.6% |
| 5Y | -9.7% | -16.0% | +6.3% | -7.6% |
| All | -9.7% | -18.8% | +9.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling