+5,357.1%
ROL vs BMRN
+399.8%
+4,957.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | -4.1% | +11.0% | -15.1% | -5.7% |
| 3M | -22.5% | +17.8% | -40.3% | -24.5% |
| 6M | -37.7% | +10.1% | -47.8% | -38.8% |
| YTD | -39.6% | +11.9% | -51.5% | -40.9% |
| 1Y | -36.0% | +17.2% | -53.3% | -38.1% |
| 3Y | -5.1% | -28.5% | +23.3% | -2.6% |
| 5Y | -3.4% | -21.7% | +18.3% | -3.6% |
| 10Y | +215.2% | -30.5% | +245.8% | +207.4% |
| All | +5,357.1% | +399.8% | +4,957.3% | +3,307.7% |
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