+77.5%
SEDG vs BMRN
-41.8%
+119.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.7% |
| 7D | +8.7% | -1.4% | +10.1% | +9.2% |
| 30D | +10.3% | -5.8% | +16.1% | +12.8% |
| 3M | -32.6% | +16.6% | -49.2% | -36.7% |
| 6M | -3.6% | +7.6% | -11.2% | -7.6% |
| YTD | +27.4% | +10.2% | +17.2% | +20.1% |
| 1Y | +24.9% | +20.2% | +4.7% | +13.0% |
| 3Y | -75.3% | -27.4% | -47.9% | -73.3% |
| 5Y | -86.3% | -16.0% | -70.3% | -86.1% |
| 10Y | +117.7% | -30.3% | +148.0% | +116.2% |
| All | +77.5% | -41.8% | +119.4% | +94.6% |
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