+60.3%
RRC vs BMRN
-31.2%
+91.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +6.4% | +2.1% | +4.2% | +6.2% |
| 30D | +23.9% | +3.8% | +20.1% | +23.4% |
| 3M | +30.2% | -16.5% | +46.7% | +32.3% |
| 6M | +26.3% | +6.9% | +19.4% | +25.3% |
| YTD | +48.1% | -3.7% | +51.8% | +48.6% |
| 1Y | +37.7% | +5.6% | +32.1% | +36.4% |
| 3Y | +60.3% | -31.4% | +91.7% | +59.6% |
| All | +60.3% | -31.2% | +91.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling