+1,127.7%
RSP vs BMRN
+499.4%
+628.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | +2.9% | -3.6% | -1.4% |
| 30D | -0.3% | +11.0% | -11.4% | -2.7% |
| 3M | +4.3% | +17.8% | -13.5% | +0.5% |
| 6M | +8.8% | +10.1% | -1.3% | +6.0% |
| YTD | +15.3% | +11.9% | +3.3% | +11.7% |
| 1Y | +18.3% | +17.2% | +1.0% | +12.9% |
| 3Y | +52.8% | -28.5% | +81.3% | +59.0% |
| 5Y | +51.7% | -21.7% | +73.4% | +52.2% |
| 10Y | +208.5% | -30.5% | +239.0% | +199.4% |
| All | +1,127.7% | +499.4% | +628.4% | +576.8% |
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