+34.4%
SHAK vs BMRN
-33.9%
+68.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -11.0% | -1.4% | -9.6% | -10.5% |
| 30D | -14.0% | -5.8% | -8.2% | -12.3% |
| 3M | +13.3% | +16.6% | -3.4% | +6.8% |
| 6M | -35.3% | +7.6% | -42.9% | -37.4% |
| YTD | -24.0% | +10.2% | -34.2% | -27.2% |
| 1Y | -36.7% | +20.2% | -56.9% | -41.6% |
| 3Y | -5.4% | -27.4% | +22.0% | +1.4% |
| 5Y | -24.9% | -16.0% | -8.9% | -23.7% |
| 10Y | +79.6% | -30.3% | +110.0% | +76.7% |
| All | +34.4% | -33.9% | +68.3% | +35.1% |
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