+802.2%
SAP vs BMRN
+399.8%
+402.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | +2.9% | -5.8% | -3.4% |
| 30D | +9.0% | +11.0% | -2.0% | +6.7% |
| 3M | +14.9% | +17.8% | -2.9% | +11.4% |
| 6M | +11.9% | +10.1% | +1.8% | +9.4% |
| YTD | -9.9% | +11.9% | -21.9% | -12.3% |
| 1Y | -19.5% | +17.2% | -36.8% | -22.7% |
| 3Y | +61.8% | -28.5% | +90.3% | +67.8% |
| 5Y | +56.2% | -21.7% | +77.9% | +57.0% |
| 10Y | +180.6% | -30.5% | +211.1% | +175.2% |
| All | +802.2% | +399.8% | +402.5% | +338.8% |
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