-87.7%
SIRI vs BMRN
+393.4%
-481.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +0.6% | -1.3% | +1.8% | +0.8% |
| 30D | +2.5% | -6.5% | +9.0% | +3.8% |
| 3M | +6.6% | +18.3% | -11.6% | +3.0% |
| 6M | +32.9% | +8.9% | +24.0% | +30.1% |
| YTD | +50.5% | +10.5% | +39.9% | +46.6% |
| 1Y | +28.0% | +17.5% | +10.5% | +22.5% |
| 3Y | -22.4% | -27.7% | +5.3% | -19.2% |
| 5Y | -41.3% | -15.8% | -25.5% | -41.5% |
| 10Y | -10.4% | -30.1% | +19.7% | -12.0% |
| All | -87.7% | +393.4% | -481.1% | -91.1% |
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