+247.1%
RL vs BMRN
-28.4%
+275.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.0% |
| 7D | -4.4% | +2.1% | -6.5% | -4.9% |
| 30D | +5.6% | +5.3% | +0.3% | +4.0% |
| 3M | -0.6% | -16.1% | +15.5% | +4.2% |
| 6M | +15.5% | +10.9% | +4.5% | +11.4% |
| YTD | +12.3% | -1.9% | +14.2% | +11.8% |
| 1Y | +19.3% | +6.2% | +13.1% | +15.5% |
| 3Y | +255.5% | -30.5% | +286.1% | +277.2% |
| 5Y | +247.1% | -28.4% | +275.4% | +252.4% |
| All | +247.1% | -28.4% | +275.5% | +252.4% |
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 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