+216.6%
SFM vs BMRN
-16.0%
+232.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -10.6% | -1.3% | -9.3% | -10.5% |
| 30D | -15.5% | -6.5% | -9.0% | -15.1% |
| 3M | -17.4% | +18.3% | -35.7% | -18.4% |
| 6M | -3.4% | +8.9% | -12.3% | -4.0% |
| YTD | -8.7% | +10.5% | -19.2% | -9.4% |
| 1Y | -47.2% | +17.5% | -64.6% | -48.1% |
| 3Y | +82.7% | -27.7% | +110.4% | +87.5% |
| All | +216.6% | -16.0% | +232.6% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling