+162.9%
RTX vs BMRN
-18.1%
+181.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | -3.8% | +2.2% | -1.1% |
| 30D | -11.6% | -6.5% | -5.1% | -10.8% |
| 3M | +9.2% | +11.2% | -2.1% | +7.4% |
| 6M | -4.4% | +5.8% | -10.2% | -5.5% |
| YTD | +8.9% | +8.4% | +0.5% | +7.2% |
| 1Y | +32.1% | +15.7% | +16.5% | +28.4% |
| 3Y | +151.2% | -28.6% | +179.8% | +158.9% |
| 5Y | +162.9% | -19.6% | +182.5% | +169.9% |
| All | +162.9% | -18.1% | +181.0% | +169.9% |
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 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