+102.9%
SFM vs BMRN
+2.9%
+100.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | +2.9% | -2.9% | -0.4% |
| 30D | -4.4% | +11.0% | -15.4% | -5.7% |
| 3M | +1.5% | +17.8% | -16.3% | -0.8% |
| 6M | +6.5% | +10.1% | -3.6% | +4.7% |
| YTD | +2.2% | +11.9% | -9.8% | +0.1% |
| 1Y | -41.9% | +17.2% | -59.1% | -43.6% |
| 3Y | +106.8% | -28.5% | +135.2% | +112.1% |
| 5Y | +231.6% | -21.7% | +253.3% | +231.1% |
| 10Y | +258.4% | -30.5% | +288.9% | +243.4% |
| All | +102.9% | +2.9% | +100.0% | +70.1% |
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 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