+210.0%
SHEL vs BMRN
-29.6%
+239.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | +8.4% | -6.5% | +14.9% | +9.6% |
| 3M | +13.7% | +18.3% | -4.5% | +10.1% |
| 6M | +12.7% | +8.9% | +3.8% | +10.4% |
| YTD | +35.3% | +10.5% | +24.8% | +31.9% |
| 1Y | +39.4% | +17.5% | +21.9% | +33.7% |
| 3Y | +71.5% | -27.7% | +99.2% | +77.1% |
| 5Y | +195.0% | -15.8% | +210.8% | +185.5% |
| All | +210.0% | -29.6% | +239.6% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling