+7.9%
RRX vs BMRN
-27.2%
+35.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -0.3% | -1.3% | +0.9% | -0.1% |
| 30D | -6.1% | -6.5% | +0.4% | -4.7% |
| 3M | -23.1% | +18.3% | -41.3% | -26.6% |
| 6M | -19.5% | +8.9% | -28.4% | -21.7% |
| YTD | +16.1% | +10.5% | +5.6% | +12.2% |
| 1Y | +12.9% | +17.5% | -4.5% | +6.8% |
| 3Y | +7.9% | -27.7% | +35.7% | +12.8% |
| All | +7.9% | -27.2% | +35.1% | +12.8% |
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