+221.0%
SLB vs BMRN
+325.9%
-104.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | +2.6% | +1.0% | +1.5% | +2.4% |
| 30D | +4.4% | +4.3% | +0.1% | +3.6% |
| 3M | -2.7% | -19.3% | +16.5% | +0.4% |
| 6M | -7.5% | +7.2% | -14.8% | -9.0% |
| YTD | +34.8% | -4.6% | +39.4% | +34.8% |
| 1Y | +44.6% | +2.5% | +42.1% | +42.4% |
| 3Y | +3.2% | -32.5% | +35.7% | +7.4% |
| 5Y | +73.6% | -30.6% | +104.2% | +77.2% |
| 10Y | -14.3% | -38.0% | +23.7% | -13.2% |
| All | +221.0% | +325.9% | -104.9% | +122.6% |
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 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