+5,327.2%
RY vs BMRN
+399.8%
+4,927.4%
-63.0%
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 | +3.1% | +2.9% | +0.2% | +2.8% |
| 30D | -0.3% | +11.0% | -11.4% | -1.6% |
| 3M | +8.7% | +17.8% | -9.2% | +6.5% |
| 6M | +28.5% | +10.1% | +18.4% | +26.7% |
| YTD | +25.1% | +11.9% | +13.2% | +23.0% |
| 1Y | +46.3% | +17.2% | +29.1% | +42.7% |
| 3Y | +154.9% | -28.5% | +183.4% | +160.3% |
| 5Y | +140.3% | -21.7% | +162.0% | +140.4% |
| 10Y | +377.0% | -30.5% | +407.5% | +369.8% |
| All | +5,327.2% | +399.8% | +4,927.4% | +4,036.6% |
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