+2,583.4%
RL vs BMRN
+338.2%
+2,245.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | -4.4% | +2.1% | -6.5% | -4.7% |
| 30D | +5.6% | +5.3% | +0.3% | +4.7% |
| 3M | -0.6% | -16.1% | +15.5% | +2.1% |
| 6M | +15.5% | +10.9% | +4.5% | +13.3% |
| YTD | +12.3% | -1.9% | +14.2% | +12.3% |
| 1Y | +19.3% | +6.2% | +13.1% | +17.3% |
| 3Y | +255.5% | -30.5% | +286.1% | +270.0% |
| 5Y | +247.1% | -28.4% | +275.4% | +256.7% |
| 10Y | +346.0% | -36.2% | +382.3% | +348.7% |
| All | +2,583.4% | +338.2% | +2,245.3% | +1,742.8% |
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