+139.3%
SLB vs BMRN
-18.1%
+157.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.9% | -3.8% | +2.0% | -1.3% |
| 30D | +7.8% | -6.5% | +14.3% | +8.8% |
| 3M | +2.7% | +11.2% | -8.5% | +1.0% |
| 6M | +22.2% | +5.8% | +16.4% | +20.9% |
| YTD | +51.1% | +8.4% | +42.7% | +48.7% |
| 1Y | +63.3% | +15.7% | +47.7% | +58.3% |
| 3Y | +2.4% | -28.6% | +31.0% | +5.6% |
| 5Y | +139.3% | -19.6% | +158.9% | +140.6% |
| All | +139.3% | -18.1% | +157.4% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling