+2,619.4%
ROP vs BMRN
+383.8%
+2,235.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -6.1% | -3.8% | -2.3% | -5.5% |
| 30D | -3.4% | -6.5% | +3.1% | -2.4% |
| 3M | +16.7% | +11.2% | +5.5% | +14.7% |
| 6M | +8.1% | +5.8% | +2.3% | +6.7% |
| YTD | -11.7% | +8.4% | -20.1% | -13.2% |
| 1Y | -24.2% | +15.7% | -39.9% | -26.6% |
| 3Y | -19.0% | -28.6% | +9.6% | -16.5% |
| 5Y | -15.9% | -19.6% | +3.7% | -16.0% |
| 10Y | +135.7% | -31.5% | +167.2% | +132.2% |
| All | +2,619.4% | +383.8% | +2,235.6% | +1,759.0% |
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