+47.5%
SGI vs BMRN
-18.8%
+66.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.6% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | +1.6% | -5.8% | +7.4% | +3.4% |
| 3M | -3.2% | +16.6% | -19.8% | -8.1% |
| 6M | -16.0% | +7.6% | -23.6% | -18.5% |
| YTD | -25.4% | +10.2% | -35.7% | -28.3% |
| 1Y | -21.6% | +20.2% | -41.8% | -27.3% |
| 3Y | +52.9% | -27.4% | +80.2% | +64.7% |
| 5Y | +47.5% | -16.0% | +63.5% | +55.3% |
| All | +47.5% | -18.8% | +66.3% | +55.3% |
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