-37.1%
RUN vs BMRN
-27.4%
-9.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -14.0% | -5.8% | -8.1% | -12.4% |
| 3M | -27.5% | +16.6% | -44.1% | -31.2% |
| 6M | -29.0% | +7.6% | -36.6% | -31.1% |
| YTD | -53.1% | +10.2% | -63.3% | -55.0% |
| 1Y | -46.7% | +20.2% | -66.9% | -50.9% |
| All | -37.1% | -27.4% | -9.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling