+468.5%
SHEL vs BMRN
+383.8%
+84.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.0% | -3.8% | +6.8% | +3.5% |
| 30D | +7.2% | -6.5% | +13.7% | +8.0% |
| 3M | +12.9% | +11.2% | +1.7% | +11.3% |
| 6M | +13.7% | +5.8% | +7.9% | +12.5% |
| YTD | +33.7% | +8.4% | +25.3% | +31.7% |
| 1Y | +37.9% | +15.7% | +22.2% | +34.5% |
| 3Y | +70.2% | -28.6% | +98.8% | +73.6% |
| 5Y | +192.3% | -19.6% | +211.9% | +190.4% |
| 10Y | +207.3% | -31.5% | +238.8% | +203.3% |
| All | +468.5% | +383.8% | +84.6% | +327.3% |
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 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