+83.9%
ROKU vs BMRN
-27.2%
+111.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +2.1% | -6.5% | +8.6% | +3.8% |
| 3M | +29.5% | +18.3% | +11.2% | +23.1% |
| 6M | +53.8% | +8.9% | +44.9% | +49.2% |
| YTD | +42.8% | +10.5% | +32.3% | +37.8% |
| 1Y | +60.7% | +17.5% | +43.3% | +51.6% |
| 3Y | +83.9% | -27.7% | +111.6% | +83.6% |
| All | +83.9% | -27.2% | +111.1% | +83.6% |
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