+383.8%
SAN vs BMRN
-18.8%
+402.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -0.5% | -5.8% | +5.3% | +0.6% |
| 3M | +22.7% | +16.6% | +6.1% | +18.5% |
| 6M | +28.8% | +7.6% | +21.2% | +26.2% |
| YTD | +26.3% | +10.2% | +16.0% | +22.9% |
| 1Y | +48.8% | +20.2% | +28.6% | +41.4% |
| 3Y | +347.2% | -27.4% | +374.6% | +367.3% |
| 5Y | +383.8% | -16.0% | +399.8% | +367.6% |
| All | +383.8% | -18.8% | +402.5% | +367.6% |
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 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