-70.6%
S vs BMRN
-18.1%
-52.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | -3.8% | +2.6% | +0.3% |
| 30D | -12.6% | -6.5% | -6.1% | -10.4% |
| 3M | +27.6% | +11.2% | +16.3% | +21.5% |
| 6M | +35.5% | +5.8% | +29.7% | +30.8% |
| YTD | +29.6% | +8.4% | +21.2% | +23.5% |
| 1Y | +8.1% | +15.7% | -7.5% | -0.9% |
| 3Y | +14.8% | -28.6% | +43.3% | +27.2% |
| 5Y | -70.6% | -19.6% | -51.0% | -70.5% |
| All | -70.6% | -18.1% | -52.5% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling