+553.4%
SE vs BMRN
-25.2%
+578.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -5.2% | -1.3% | -3.9% | -4.7% |
| 30D | -17.1% | -6.5% | -10.6% | -14.6% |
| 3M | +24.0% | +18.3% | +5.7% | +14.5% |
| 6M | +21.0% | +8.9% | +12.1% | +15.1% |
| YTD | -16.7% | +10.5% | -27.2% | -21.3% |
| 1Y | -45.9% | +17.5% | -63.4% | -51.0% |
| 3Y | +177.8% | -27.7% | +205.5% | +202.1% |
| 5Y | -67.4% | -15.8% | -51.6% | -66.5% |
| All | +553.4% | -25.2% | +578.6% | +536.3% |
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 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