+237.6%
RL vs BMRN
-17.8%
+255.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.3% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -12.2% | +1.3% | -13.5% | -12.7% |
| 3M | -6.6% | +14.3% | -20.9% | -10.3% |
| 6M | +3.2% | +5.7% | -2.6% | +0.9% |
| YTD | -1.3% | +8.7% | -10.0% | -4.4% |
| 1Y | +13.6% | +14.6% | -1.0% | +7.8% |
| 3Y | +210.9% | -28.3% | +239.2% | +227.8% |
| All | +237.6% | -17.8% | +255.3% | +228.0% |
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