+236.6%
SAP vs BMRN
-37.6%
+274.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | +0.6% | +2.1% | -1.5% | +0.1% |
| 30D | +6.5% | +3.8% | +2.7% | +5.6% |
| 3M | +12.2% | -16.5% | +28.7% | +16.9% |
| 6M | +46.1% | +6.9% | +39.2% | +43.1% |
| YTD | -1.6% | -3.7% | +2.1% | -1.6% |
| 1Y | -5.1% | +5.6% | -10.7% | -7.6% |
| 3Y | +68.4% | -31.4% | +99.7% | +78.4% |
| 5Y | +79.4% | -30.0% | +109.4% | +84.9% |
| All | +236.6% | -37.6% | +274.2% | +226.4% |
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