-14.4%
SMR vs BMRN
-15.3%
+0.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -15.9% | -15.7% |
| 7D | -11.2% | -1.3% | -10.0% | -11.1% |
| 30D | -10.2% | -6.5% | -3.7% | -8.8% |
| 3M | -10.0% | +18.3% | -28.3% | -14.5% |
| 6M | -30.5% | +8.9% | -39.3% | -32.6% |
| YTD | -39.2% | +10.5% | -49.8% | -41.5% |
| 1Y | -75.5% | +17.5% | -93.0% | -77.0% |
| 3Y | +45.4% | -27.7% | +73.2% | +52.4% |
| All | -14.4% | -15.3% | +0.9% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling