+121.9%
RNG vs BMRN
-27.2%
+149.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | +9.6% | -6.5% | +16.1% | +11.6% |
| 3M | +83.3% | +18.3% | +65.1% | +74.6% |
| 6M | +77.9% | +8.9% | +69.1% | +72.9% |
| YTD | +139.9% | +10.5% | +129.4% | +132.7% |
| 1Y | +121.7% | +17.5% | +104.2% | +110.8% |
| 3Y | +121.9% | -27.7% | +149.6% | +120.0% |
| All | +121.9% | -27.2% | +149.1% | +120.0% |
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 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