-5.9%
SM vs BMRN
-31.2%
+25.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +9.4% | +2.1% | +7.2% | +9.0% |
| 30D | -14.4% | +3.8% | -18.2% | -14.9% |
| 3M | +1.6% | -16.5% | +18.0% | +4.2% |
| 6M | +6.3% | +6.9% | -0.5% | +4.5% |
| YTD | +78.8% | -3.7% | +82.5% | +79.2% |
| 1Y | +83.1% | +5.6% | +77.6% | +78.7% |
| 3Y | -5.9% | -31.4% | +25.5% | -0.1% |
| All | -5.9% | -31.2% | +25.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling