-53.2%
S vs BMRN
-20.2%
-33.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -7.7% | +2.9% | -10.6% | -8.8% |
| 30D | -5.3% | +11.0% | -16.4% | -9.6% |
| 3M | +20.3% | +17.8% | +2.5% | +12.0% |
| 6M | +47.4% | +10.1% | +37.3% | +40.0% |
| YTD | +32.5% | +11.9% | +20.6% | +24.8% |
| 1Y | +9.5% | +17.2% | -7.7% | +0.1% |
| 3Y | +15.5% | -28.5% | +44.0% | +28.3% |
| 5Y | -71.2% | -21.7% | -49.5% | -70.7% |
| All | -53.2% | -20.2% | -33.0% | -53.9% |
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