+420.8%
RSG vs BMRN
-29.6%
+450.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | +4.0% | -6.5% | +10.4% | +4.8% |
| 3M | +7.4% | +18.3% | -10.9% | +4.9% |
| 6M | +0.1% | +8.9% | -8.8% | -1.3% |
| YTD | +6.0% | +10.5% | -4.5% | +4.2% |
| 1Y | -3.0% | +17.5% | -20.4% | -5.8% |
| 3Y | +56.5% | -27.7% | +84.2% | +60.6% |
| 5Y | +90.9% | -15.8% | +106.7% | +88.1% |
| All | +420.8% | -29.6% | +450.5% | +394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling