-69.0%
S vs BMRN
-30.6%
-38.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +2.0% | +2.1% | -0.2% | +1.2% |
| 30D | -2.7% | +3.8% | -6.5% | -4.1% |
| 3M | -6.9% | -16.5% | +9.6% | +0.1% |
| 6M | +38.1% | +6.9% | +31.2% | +31.8% |
| YTD | +48.0% | -3.7% | +51.7% | +47.9% |
| 1Y | +34.5% | +5.6% | +28.9% | +27.4% |
| 3Y | +38.3% | -31.4% | +69.7% | +54.7% |
| All | -69.0% | -30.6% | -38.4% | -68.8% |
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