+8.9%
RL vs BMRN
+18.4%
-9.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -15.3% | -5.8% | -9.5% | -14.2% |
| 3M | -10.3% | +16.6% | -27.0% | -13.5% |
| 6M | -2.2% | +7.6% | -9.8% | -6.3% |
| YTD | -4.3% | +10.2% | -14.5% | -8.3% |
| 1Y | +8.9% | +20.2% | -11.3% | +5.4% |
| All | +8.9% | +18.4% | -9.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling