+1,475.9%
RRC vs BMRN
+329.9%
+1,146.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +6.4% | +2.1% | +4.2% | +6.0% |
| 30D | +23.9% | +3.8% | +20.1% | +22.9% |
| 3M | +30.2% | -16.5% | +46.7% | +34.1% |
| 6M | +26.3% | +6.9% | +19.4% | +24.0% |
| YTD | +48.1% | -3.7% | +51.8% | +47.6% |
| 1Y | +37.7% | +5.6% | +32.1% | +34.5% |
| 3Y | +60.3% | -31.4% | +91.7% | +66.8% |
| 5Y | +135.3% | -30.0% | +165.3% | +140.0% |
| 10Y | +73.3% | -37.4% | +110.8% | +73.8% |
| All | +1,475.9% | +329.9% | +1,146.0% | +1,036.5% |
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