+3.1%
SM vs BMRN
-27.4%
+30.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | +18.1% | -5.8% | +23.9% | +19.0% |
| 3M | +17.0% | +16.6% | +0.4% | +14.6% |
| 6M | +55.4% | +7.6% | +47.8% | +54.2% |
| YTD | +108.6% | +10.2% | +98.3% | +105.8% |
| 1Y | +45.7% | +20.2% | +25.5% | +40.7% |
| All | +3.1% | -27.4% | +30.5% | +8.8% |
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