-22.9%
SHAK vs BMRN
+8.7%
-31.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.2% |
| 7D | +8.3% | +2.0% | +6.3% | +7.8% |
| 30D | +16.7% | -0.7% | +17.4% | +16.8% |
| 3M | +10.0% | -5.9% | +15.9% | +11.3% |
| 6M | -23.8% | +3.0% | -26.8% | -24.6% |
| YTD | -10.3% | -3.9% | -6.4% | -10.2% |
| 1Y | -22.9% | +8.8% | -31.7% | -23.8% |
| All | -22.9% | +8.7% | -31.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling