+1,525.8%
RTX vs BMRN
+399.8%
+1,126.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -5.2% | +2.9% | -8.0% | -5.6% |
| 30D | -9.4% | +11.0% | -20.4% | -10.9% |
| 3M | +12.3% | +17.8% | -5.5% | +9.5% |
| 6M | -3.1% | +10.1% | -13.2% | -4.8% |
| YTD | +10.7% | +11.9% | -1.3% | +8.4% |
| 1Y | +28.4% | +17.2% | +11.2% | +24.5% |
| 3Y | +147.1% | -28.5% | +175.5% | +153.8% |
| 5Y | +167.2% | -21.7% | +188.9% | +167.6% |
| 10Y | +274.7% | -30.5% | +305.2% | +269.0% |
| All | +1,525.8% | +399.8% | +1,126.0% | +999.5% |
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