+1,863.5%
SGI vs BMRN
+800.1%
+1,063.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.5% |
| 7D | +9.3% | -0.3% | +9.6% | +9.4% |
| 30D | +6.9% | +1.3% | +5.6% | +6.3% |
| 3M | +2.8% | +14.3% | -11.4% | -1.8% |
| 6M | -12.6% | +5.7% | -18.3% | -14.7% |
| YTD | -21.5% | +8.7% | -30.3% | -24.2% |
| 1Y | -18.8% | +14.6% | -33.4% | -23.6% |
| 3Y | +60.8% | -28.3% | +89.2% | +71.3% |
| 5Y | +60.0% | -15.7% | +75.7% | +59.4% |
| 10Y | +267.8% | -33.7% | +301.5% | +269.3% |
| All | +1,863.5% | +800.1% | +1,063.4% | +831.2% |
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