+114.6%
ROST vs BMRN
-16.0%
+130.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -3.3% | +18.3% | -21.6% | -6.9% |
| 6M | +9.0% | +8.9% | +0.2% | +6.6% |
| YTD | +28.9% | +10.5% | +18.3% | +25.4% |
| 1Y | +54.0% | +17.5% | +36.5% | +47.2% |
| 3Y | +100.7% | -27.7% | +128.4% | +109.4% |
| All | +114.6% | -16.0% | +130.6% | +109.1% |
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