-23.6%
RKT vs BMRN
-46.0%
+22.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +0.7% | +1.3% | -0.6% | +0.3% |
| 3M | +11.8% | +14.3% | -2.5% | +8.4% |
| 6M | -7.6% | +5.7% | -13.4% | -9.1% |
| YTD | -28.7% | +8.7% | -37.4% | -30.3% |
| 1Y | -32.6% | +14.6% | -47.2% | -35.1% |
| 3Y | +42.1% | -28.3% | +70.4% | +47.6% |
| 5Y | -7.2% | -15.7% | +8.6% | -4.1% |
| All | -23.6% | -46.0% | +22.4% | -25.6% |
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 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