+158.9%
SN vs BMRN
+8.7%
+150.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.7% |
| 7D | +10.6% | +2.0% | +8.6% | +10.3% |
| 30D | +20.0% | -0.7% | +20.7% | +20.0% |
| 3M | +30.4% | -5.9% | +36.3% | +30.9% |
| 6M | +91.0% | +3.0% | +88.0% | +88.7% |
| YTD | +95.9% | -3.9% | +99.8% | +94.7% |
| 1Y | +158.9% | +8.8% | +150.1% | +158.1% |
| All | +158.9% | +8.7% | +150.2% | +158.1% |
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