+16.0%
ROL vs BMRN
-30.6%
+46.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.5% |
| 7D | +3.0% | +2.1% | +0.8% | +2.7% |
| 30D | +19.8% | +3.8% | +16.0% | +19.2% |
| 3M | +7.9% | -16.5% | +24.4% | +10.0% |
| 6M | -25.6% | +6.9% | -32.5% | -26.4% |
| YTD | -34.1% | -3.7% | -30.4% | -34.1% |
| 1Y | -31.4% | +5.6% | -36.9% | -32.2% |
| 3Y | +4.7% | -31.4% | +36.0% | +7.4% |
| All | +16.0% | -30.6% | +46.6% | +16.4% |
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