+589.4%
SE vs BMRN
-24.2%
+613.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -6.1% | +2.9% | -9.0% | -7.3% |
| 30D | -2.5% | +11.0% | -13.5% | -7.1% |
| 3M | +21.7% | +17.8% | +3.9% | +12.6% |
| 6M | +27.0% | +10.1% | +16.9% | +20.3% |
| YTD | -12.1% | +11.9% | -24.1% | -17.4% |
| 1Y | -40.9% | +17.2% | -58.1% | -46.4% |
| 3Y | +191.0% | -28.5% | +219.5% | +218.9% |
| 5Y | -68.3% | -21.7% | -46.6% | -66.5% |
| All | +589.4% | -24.2% | +613.6% | +567.8% |
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