+83.6%
SFM vs BMRN
-28.6%
+112.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -7.2% | -3.8% | -3.4% | -7.1% |
| 30D | -14.3% | -6.5% | -7.8% | -14.2% |
| 3M | -13.7% | +11.2% | -24.9% | -13.9% |
| 6M | -6.0% | +5.8% | -11.8% | -5.7% |
| YTD | -8.2% | +8.4% | -16.6% | -8.1% |
| 1Y | -46.2% | +15.7% | -61.9% | -46.6% |
| All | +83.6% | -28.6% | +112.2% | +88.1% |
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