+159.7%
RY vs BMRN
-34.6%
+194.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.9% | -4.2% | +3.3% | -0.4% |
| 30D | +5.9% | +1.5% | +4.4% | +5.7% |
| 3M | -4.3% | -8.8% | +4.6% | -3.5% |
| 6M | +12.1% | +2.6% | +9.5% | +11.4% |
| YTD | +20.3% | -5.7% | +26.0% | +20.5% |
| 1Y | +41.0% | +8.1% | +32.9% | +38.5% |
| All | +159.7% | -34.6% | +194.3% | +160.7% |
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