+312.1%
ROST vs BMRN
-29.6%
+341.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -6.9% | -6.5% | -0.4% | -5.5% |
| 3M | -3.3% | +18.3% | -21.6% | -7.2% |
| 6M | +9.0% | +8.9% | +0.2% | +6.3% |
| YTD | +28.9% | +10.5% | +18.3% | +25.0% |
| 1Y | +54.0% | +17.5% | +36.5% | +46.4% |
| 3Y | +100.7% | -27.7% | +128.4% | +109.4% |
| 5Y | +116.0% | -15.8% | +131.8% | +113.0% |
| All | +312.1% | -29.6% | +341.7% | +294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling