+697.3%
SM vs BMRN
+385.5%
+311.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | +31.5% | +1.3% | +30.2% | +31.1% |
| 3M | +17.3% | +14.3% | +3.0% | +13.8% |
| 6M | +48.5% | +5.7% | +42.8% | +45.4% |
| YTD | +106.3% | +8.7% | +97.5% | +100.5% |
| 1Y | +47.3% | +14.6% | +32.7% | +40.9% |
| 3Y | -1.4% | -28.3% | +26.9% | +2.3% |
| 5Y | +114.0% | -15.7% | +129.8% | +112.2% |
| 10Y | +12.5% | -33.7% | +46.2% | +17.9% |
| All | +697.3% | +385.5% | +311.8% | +558.2% |
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