+50.5%
RSP vs BMRN
-18.1%
+68.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -1.8% | -3.8% | +2.0% | -1.1% |
| 30D | -2.5% | -6.5% | +4.0% | -1.3% |
| 3M | +3.0% | +11.2% | -8.2% | +0.7% |
| 6M | +8.9% | +5.8% | +3.1% | +7.2% |
| YTD | +13.0% | +8.4% | +4.6% | +10.6% |
| 1Y | +16.2% | +15.7% | +0.6% | +11.7% |
| 3Y | +52.7% | -28.6% | +81.3% | +59.3% |
| 5Y | +50.5% | -19.6% | +70.1% | +51.0% |
| All | +50.5% | -18.1% | +68.5% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling