+3,302.5%
ROK vs BMRN
+392.1%
+2,910.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -5.4% | -5.8% | +0.4% | -4.4% |
| 3M | -4.0% | +16.6% | -20.6% | -7.0% |
| 6M | +13.3% | +7.6% | +5.8% | +11.1% |
| YTD | +9.3% | +10.2% | -0.9% | +6.6% |
| 1Y | +25.8% | +20.2% | +5.6% | +20.2% |
| 3Y | +49.1% | -27.4% | +76.5% | +54.3% |
| 5Y | +45.9% | -16.0% | +61.8% | +45.3% |
| 10Y | +349.9% | -30.3% | +380.2% | +345.5% |
| All | +3,302.5% | +392.1% | +2,910.4% | +1,967.5% |
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