-4.2%
ROL vs BMRN
-18.1%
+13.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -3.3% | -3.8% | +0.5% | -2.9% |
| 30D | -7.2% | -6.5% | -0.7% | -6.6% |
| 3M | -27.0% | +11.2% | -38.2% | -27.9% |
| 6M | -39.5% | +5.8% | -45.3% | -40.0% |
| YTD | -41.8% | +8.4% | -50.2% | -42.5% |
| 1Y | -38.9% | +15.7% | -54.5% | -40.2% |
| 3Y | -0.4% | -28.6% | +28.2% | +1.8% |
| 5Y | -4.2% | -19.6% | +15.4% | -4.8% |
| All | -4.2% | -18.1% | +13.9% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling