+89.9%
SLV vs BMRN
-30.6%
+120.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -5.8% | +2.1% | -8.0% | -6.0% |
| 30D | -12.1% | +3.8% | -15.9% | -12.5% |
| 3M | -24.1% | -16.5% | -7.6% | -22.8% |
| 6M | -44.4% | +6.9% | -51.3% | -44.9% |
| YTD | -31.5% | -3.7% | -27.8% | -31.4% |
| 1Y | -6.9% | +5.6% | -12.5% | -7.7% |
| 3Y | +116.0% | -31.4% | +147.4% | +120.0% |
| All | +89.9% | -30.6% | +120.5% | +92.1% |
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 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