+1,142.0%
RSP vs BMRN
+410.8%
+731.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | +3.5% | +4.3% | -0.8% | +2.5% |
| 3M | +0.2% | -19.3% | +19.5% | +4.7% |
| 6M | +9.1% | +7.2% | +1.9% | +6.9% |
| YTD | +16.6% | -4.6% | +21.2% | +16.7% |
| 1Y | +17.9% | +2.5% | +15.4% | +15.7% |
| 3Y | +64.6% | -32.5% | +97.1% | +73.6% |
| 5Y | +48.4% | -30.6% | +79.0% | +53.0% |
| 10Y | +212.9% | -38.0% | +250.9% | +211.6% |
| All | +1,142.0% | +410.8% | +731.2% | +607.4% |
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