-18.3%
RUN vs BMRN
-55.5%
+37.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.4% |
| 7D | -1.8% | -3.8% | +2.0% | -0.2% |
| 30D | -10.8% | -6.5% | -4.4% | -8.3% |
| 3M | -30.2% | +11.2% | -41.4% | -33.6% |
| 6M | -22.3% | +5.8% | -28.1% | -24.9% |
| YTD | -52.2% | +8.4% | -60.6% | -54.5% |
| 1Y | -45.1% | +15.7% | -60.8% | -49.7% |
| 3Y | -37.1% | -28.6% | -8.5% | -30.9% |
| 5Y | -80.3% | -19.6% | -60.7% | -79.1% |
| 10Y | +45.2% | -31.5% | +76.7% | +49.9% |
| All | -18.3% | -55.5% | +37.2% | +23.1% |
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