-85.6%
SMR vs BMRN
+8.7%
-94.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.8% |
| 7D | -9.5% | +2.0% | -11.5% | -9.8% |
| 30D | -33.2% | -0.7% | -32.5% | -33.1% |
| 3M | -45.9% | -5.9% | -40.0% | -45.6% |
| 6M | -57.9% | +3.0% | -60.9% | -59.0% |
| YTD | -63.8% | -3.9% | -59.9% | -64.6% |
| 1Y | -85.6% | +8.8% | -94.4% | -86.5% |
| All | -85.6% | +8.7% | -94.3% | -86.5% |
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