+2,530.7%
RL vs BMRN
+329.9%
+2,200.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +2.6% | +2.1% | +0.4% | +2.2% |
| 30D | +2.9% | +3.8% | -0.9% | +2.3% |
| 3M | 0.0% | -16.5% | +16.5% | +2.8% |
| 6M | +17.1% | +6.9% | +10.2% | +15.6% |
| YTD | +10.1% | -3.7% | +13.8% | +10.4% |
| 1Y | +17.3% | +5.6% | +11.8% | +15.5% |
| 3Y | +249.3% | -31.4% | +280.7% | +264.2% |
| 5Y | +240.9% | -30.0% | +270.9% | +251.6% |
| 10Y | +337.3% | -37.4% | +374.7% | +341.2% |
| All | +2,530.7% | +329.9% | +2,200.8% | +1,712.0% |
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 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