+48.4%
RMD vs BMRN
-27.2%
+75.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | -3.1% | -6.5% | +3.3% | -2.2% |
| 3M | +13.8% | +18.3% | -4.5% | +11.1% |
| 6M | -8.6% | +8.9% | -17.5% | -9.7% |
| YTD | -8.6% | +10.5% | -19.2% | -10.1% |
| 1Y | -19.7% | +17.5% | -37.1% | -21.9% |
| 3Y | +48.4% | -27.7% | +76.1% | +60.2% |
| All | +48.4% | -27.2% | +75.6% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling