-47.6%
SFM vs BMRN
+20.3%
-67.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.1% |
| 7D | -8.8% | -1.4% | -7.4% | -8.9% |
| 30D | -14.5% | -5.8% | -8.6% | -14.8% |
| 3M | -16.8% | +16.6% | -33.5% | -15.5% |
| 6M | -5.3% | +7.6% | -12.9% | -3.6% |
| YTD | -9.4% | +10.2% | -19.6% | -7.5% |
| All | -47.6% | +20.3% | -67.9% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling