+272.7%
SFM vs BMRN
-29.8%
+302.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.4% |
| 7D | -8.8% | -1.4% | -7.4% | -8.6% |
| 30D | -14.5% | -5.8% | -8.6% | -13.9% |
| 3M | -16.8% | +16.6% | -33.5% | -18.4% |
| 6M | -5.3% | +7.6% | -12.9% | -6.5% |
| YTD | -9.4% | +10.2% | -19.6% | -10.9% |
| 1Y | -46.2% | +20.2% | -66.4% | -47.9% |
| 3Y | +81.3% | -27.4% | +108.6% | +85.7% |
| 5Y | +211.9% | -16.0% | +227.9% | +208.5% |
| All | +272.7% | -29.8% | +302.5% | +237.9% |
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