+881.9%
SAP vs BMRN
+338.2%
+543.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -2.5% | +2.1% | -4.6% | -2.9% |
| 30D | +7.5% | +5.3% | +2.2% | +6.4% |
| 3M | +11.6% | -16.1% | +27.8% | +15.3% |
| 6M | +37.6% | +10.9% | +26.7% | +34.4% |
| YTD | -2.0% | -1.9% | -0.1% | -2.3% |
| 1Y | -6.4% | +6.2% | -12.6% | -8.4% |
| 3Y | +67.7% | -30.5% | +98.2% | +75.3% |
| 5Y | +75.7% | -28.4% | +104.1% | +80.0% |
| 10Y | +229.3% | -36.2% | +265.6% | +228.9% |
| All | +881.9% | +338.2% | +543.7% | +389.3% |
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 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