+504.0%
SAN vs BMRN
+399.8%
+104.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.8% | +2.9% | -1.1% | +1.2% |
| 30D | +2.0% | +11.0% | -9.1% | -0.2% |
| 3M | +19.7% | +17.8% | +1.9% | +15.7% |
| 6M | +30.6% | +10.1% | +20.5% | +27.6% |
| YTD | +28.8% | +11.9% | +16.9% | +25.4% |
| 1Y | +57.8% | +17.2% | +40.5% | +51.2% |
| 3Y | +338.1% | -28.5% | +366.6% | +353.7% |
| 5Y | +384.2% | -21.7% | +405.9% | +386.8% |
| 10Y | +353.1% | -30.5% | +383.7% | +345.1% |
| All | +504.0% | +399.8% | +104.3% | +240.9% |
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