+447.8%
SCHG vs BMRN
-29.6%
+477.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.0% | -1.3% | +0.2% | -0.7% |
| 30D | -1.3% | -6.5% | +5.2% | +0.4% |
| 3M | +5.4% | +18.3% | -12.8% | +0.5% |
| 6M | +14.4% | +8.9% | +5.5% | +11.0% |
| YTD | +8.0% | +10.5% | -2.5% | +4.2% |
| 1Y | +12.7% | +17.5% | -4.7% | +6.1% |
| 3Y | +85.6% | -27.7% | +113.3% | +95.1% |
| 5Y | +85.5% | -15.8% | +101.3% | +83.2% |
| All | +447.8% | -29.6% | +477.5% | +418.1% |
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