+7,427.7%
RMD vs BMRN
+385.5%
+7,042.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -4.5% | -0.3% | -4.1% | -4.4% |
| 30D | +4.6% | +1.3% | +3.3% | +4.4% |
| 3M | +14.8% | +14.3% | +0.5% | +12.3% |
| 6M | -12.1% | +5.7% | -17.8% | -13.1% |
| YTD | -7.5% | +8.7% | -16.2% | -9.2% |
| 1Y | -20.1% | +14.6% | -34.7% | -22.5% |
| 3Y | +53.9% | -28.3% | +82.2% | +58.8% |
| 5Y | -22.2% | -15.7% | -6.5% | -22.6% |
| 10Y | +268.2% | -33.7% | +301.9% | +266.3% |
| All | +7,427.7% | +385.5% | +7,042.3% | +5,085.0% |
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