+219.5%
SLV vs BMRN
+362.7%
-143.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -5.8% | +2.1% | -8.0% | -6.1% |
| 30D | -12.1% | +3.8% | -15.9% | -12.5% |
| 3M | -24.1% | -16.5% | -7.6% | -22.7% |
| 6M | -44.4% | +6.9% | -51.3% | -45.0% |
| YTD | -31.5% | -3.7% | -27.8% | -31.4% |
| 1Y | -6.9% | +5.6% | -12.5% | -7.9% |
| 3Y | +116.0% | -31.4% | +147.4% | +121.7% |
| 5Y | +88.4% | -30.0% | +118.4% | +90.7% |
| 10Y | +167.9% | -37.4% | +205.4% | +165.3% |
| All | +219.5% | +362.7% | -143.1% | +100.1% |
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