-40.9%
SE vs BMRN
+12.9%
-53.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -6.1% | +2.9% | -9.0% | -6.7% |
| 30D | -2.5% | +11.0% | -13.5% | -4.3% |
| 3M | +21.7% | +17.8% | +3.9% | +18.1% |
| 6M | +27.0% | +10.1% | +16.9% | +24.3% |
| YTD | -12.1% | +11.9% | -24.1% | -14.0% |
| 1Y | -40.9% | +17.2% | -58.1% | -41.7% |
| All | -40.9% | +12.9% | -53.9% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling