-5.9%
SLB vs BMRN
-29.8%
+23.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | -2.4% | -1.4% | -1.1% | -2.1% |
| 30D | +4.9% | -5.8% | +10.7% | +6.4% |
| 3M | +1.4% | +16.6% | -15.2% | -2.8% |
| 6M | +17.6% | +7.6% | +10.1% | +14.5% |
| YTD | +48.3% | +10.2% | +38.1% | +43.1% |
| 1Y | +58.7% | +20.2% | +38.5% | +48.4% |
| 3Y | +0.6% | -27.4% | +27.9% | +5.2% |
| 5Y | +133.6% | -16.0% | +149.6% | +126.3% |
| All | -5.9% | -29.8% | +23.9% | -12.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling