+63.7%
SE vs BMRN
-31.2%
+94.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | -20.9% | +3.8% | -24.7% | -21.6% |
| 3M | -38.9% | -16.5% | -22.4% | -36.6% |
| 6M | -19.4% | +6.9% | -26.3% | -20.7% |
| YTD | -40.9% | -3.7% | -37.2% | -40.6% |
| 1Y | -46.2% | +5.6% | -51.7% | -46.8% |
| 3Y | +63.7% | -31.4% | +95.1% | +99.5% |
| All | +63.7% | -31.2% | +94.9% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling