+266.1%
RMBS vs BMRN
+392.1%
-126.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.6% |
| 30D | -11.5% | -5.8% | -5.7% | -10.1% |
| 3M | -38.2% | +16.6% | -54.8% | -41.4% |
| 6M | -4.8% | +7.6% | -12.3% | -8.0% |
| YTD | -7.1% | +10.2% | -17.3% | -11.0% |
| 1Y | +10.7% | +20.2% | -9.5% | +2.9% |
| 3Y | +54.5% | -27.4% | +81.8% | +61.9% |
| 5Y | +261.7% | -16.0% | +277.6% | +256.8% |
| 10Y | +551.5% | -30.3% | +581.9% | +533.5% |
| All | +266.1% | +392.1% | -126.0% | +39.2% |
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 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