+19.5%
RSP vs BMRN
+4.1%
+15.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.4% | +2.1% | +0.2% | +2.2% |
| 30D | +4.3% | +3.8% | +0.5% | +4.0% |
| 3M | -0.3% | -16.5% | +16.2% | +0.8% |
| 6M | +9.8% | +6.9% | +3.0% | +9.3% |
| YTD | +16.8% | -3.7% | +20.5% | +16.9% |
| 1Y | +19.5% | +5.6% | +13.9% | +19.9% |
| All | +19.5% | +4.1% | +15.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling