+2,284.8%
RL vs BMRN
+399.8%
+1,885.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -0.8% | +2.9% | -3.7% | -1.3% |
| 30D | -7.8% | +11.0% | -18.8% | -9.4% |
| 3M | -4.0% | +17.8% | -21.8% | -6.6% |
| 6M | -1.9% | +10.1% | -12.0% | -3.6% |
| YTD | -0.2% | +11.9% | -12.1% | -2.3% |
| 1Y | +10.7% | +17.2% | -6.6% | +7.1% |
| 3Y | +210.8% | -28.5% | +239.2% | +221.2% |
| 5Y | +238.2% | -21.7% | +259.9% | +242.2% |
| 10Y | +313.4% | -30.5% | +343.9% | +309.5% |
| All | +2,284.8% | +399.8% | +1,885.1% | +1,504.3% |
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