+64.8%
RSP vs BMRN
-31.8%
+96.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.4% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | +3.5% | +4.3% | -0.8% | +2.8% |
| 3M | +0.2% | -19.3% | +19.5% | +3.4% |
| 6M | +9.1% | +7.2% | +1.9% | +7.4% |
| YTD | +16.6% | -4.6% | +21.2% | +16.8% |
| 1Y | +17.9% | +2.5% | +15.4% | +16.4% |
| All | +64.8% | -31.8% | +96.7% | +69.0% |
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