+9,429.6%
ROST vs BMRN
+383.8%
+9,045.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -2.2% | -3.8% | +1.6% | -1.7% |
| 30D | -11.4% | -6.5% | -4.9% | -10.6% |
| 3M | -1.6% | +11.2% | -12.9% | -3.3% |
| 6M | +6.8% | +5.8% | +1.0% | +5.6% |
| YTD | +25.8% | +8.4% | +17.4% | +23.9% |
| 1Y | +52.4% | +15.7% | +36.7% | +48.2% |
| 3Y | +94.4% | -28.6% | +123.0% | +99.8% |
| 5Y | +108.2% | -19.6% | +127.8% | +108.9% |
| 10Y | +308.5% | -31.5% | +340.0% | +305.8% |
| All | +9,429.6% | +383.8% | +9,045.8% | +6,209.9% |
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