+1,170.6%
RRC vs BMRN
+385.5%
+785.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | +9.4% | +1.3% | +8.1% | +9.1% |
| 3M | +7.4% | +14.3% | -6.9% | +4.7% |
| 6M | +1.5% | +5.7% | -4.3% | -0.2% |
| YTD | +19.4% | +8.7% | +10.6% | +16.7% |
| 1Y | +24.2% | +14.6% | +9.6% | +19.9% |
| 3Y | +32.8% | -28.3% | +61.1% | +37.0% |
| 5Y | +152.9% | -15.7% | +168.6% | +149.5% |
| 10Y | +3.9% | -33.7% | +37.5% | +3.0% |
| All | +1,170.6% | +385.5% | +785.1% | +798.5% |
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