+345.3%
SAN vs BMRN
-29.6%
+374.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | +0.9% | -6.5% | +7.4% | +2.5% |
| 3M | +19.1% | +18.3% | +0.9% | +14.1% |
| 6M | +33.2% | +8.9% | +24.3% | +29.7% |
| YTD | +29.1% | +10.5% | +18.6% | +25.1% |
| 1Y | +50.2% | +17.5% | +32.8% | +42.5% |
| 3Y | +351.0% | -27.7% | +378.7% | +371.0% |
| 5Y | +394.7% | -15.8% | +410.4% | +385.8% |
| All | +345.3% | -29.6% | +374.9% | +325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling