+2,518.2%
RSG vs BMRN
+392.1%
+2,126.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -1.8% | -1.4% | -0.4% | -1.7% |
| 30D | +2.8% | -5.8% | +8.6% | +3.4% |
| 3M | +4.3% | +16.6% | -12.3% | +2.6% |
| 6M | -0.5% | +7.6% | -8.1% | -1.5% |
| YTD | +5.2% | +10.2% | -5.0% | +3.8% |
| 1Y | -2.1% | +20.2% | -22.3% | -4.6% |
| 3Y | +56.5% | -27.4% | +83.9% | +59.1% |
| 5Y | +89.5% | -16.0% | +105.5% | +88.0% |
| 10Y | +424.8% | -30.3% | +455.1% | +415.3% |
| All | +2,518.2% | +392.1% | +2,126.1% | +1,843.1% |
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