+1,099.6%
RRX vs BMRN
+383.8%
+715.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -0.7% | -3.8% | +3.1% | -0.1% |
| 30D | -8.0% | -6.5% | -1.5% | -7.0% |
| 3M | -25.1% | +11.2% | -36.3% | -26.5% |
| 6M | -18.3% | +5.8% | -24.1% | -19.3% |
| YTD | +14.2% | +8.4% | +5.8% | +12.1% |
| 1Y | +13.0% | +15.7% | -2.6% | +9.5% |
| 3Y | +4.2% | -28.6% | +32.8% | +7.9% |
| 5Y | +17.9% | -19.6% | +37.5% | +19.1% |
| 10Y | +220.4% | -31.5% | +251.9% | +220.4% |
| All | +1,099.6% | +383.8% | +715.8% | +802.5% |
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