+281.4%
RNG vs BMRN
-11.9%
+293.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.5% |
| 7D | -9.6% | -1.4% | -8.2% | -9.1% |
| 30D | +8.8% | -5.8% | +14.6% | +11.2% |
| 3M | +78.6% | +16.6% | +62.0% | +68.0% |
| 6M | +70.3% | +7.6% | +62.7% | +64.0% |
| YTD | +140.3% | +10.2% | +130.1% | +129.7% |
| 1Y | +126.6% | +20.2% | +106.4% | +107.4% |
| 3Y | +120.2% | -27.4% | +147.6% | +137.2% |
| 5Y | -68.3% | -16.0% | -52.3% | -67.6% |
| 10Y | +220.6% | -30.3% | +250.9% | +219.3% |
| All | +281.4% | -11.9% | +293.3% | +221.0% |
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