+87.6%
SMH vs BMRN
+20.6%
+67.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.3% | -1.3% | +1.5% | +0.3% |
| 30D | -2.8% | -6.5% | +3.7% | -2.7% |
| 3M | -6.7% | +18.3% | -25.0% | -7.6% |
| 6M | +41.8% | +8.9% | +32.9% | +41.9% |
| YTD | +57.9% | +10.5% | +47.4% | +57.7% |
| 1Y | +87.6% | +17.5% | +70.2% | +86.7% |
| All | +87.6% | +20.6% | +67.0% | +86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling