-17.4%
RMBS vs BMRN
+8.7%
-26.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -5.8% |
| 7D | -8.9% | +2.0% | -10.9% | -8.8% |
| 30D | -24.8% | -0.7% | -24.1% | -24.8% |
| 3M | -17.6% | -5.9% | -11.6% | -17.8% |
| 6M | -25.7% | +3.0% | -28.7% | -27.2% |
| YTD | -9.8% | -3.9% | -5.9% | -10.4% |
| 1Y | -17.4% | +8.8% | -26.1% | -21.2% |
| All | -17.4% | +8.7% | -26.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling