+103.3%
SM vs BMRN
-16.0%
+119.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +4.6% | -1.3% | +5.8% | +4.8% |
| 30D | +18.2% | -6.5% | +24.7% | +19.8% |
| 3M | +22.5% | +18.3% | +4.3% | +18.0% |
| 6M | +50.6% | +8.9% | +41.7% | +47.0% |
| YTD | +108.1% | +10.5% | +97.6% | +102.2% |
| 1Y | +46.0% | +17.5% | +28.5% | +38.8% |
| 3Y | +2.9% | -27.7% | +30.6% | +8.0% |
| All | +103.3% | -16.0% | +119.3% | +113.9% |
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