+293.4%
SN vs BMRN
-25.5%
+318.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.4% |
| 7D | -7.2% | -1.4% | -5.8% | -6.9% |
| 30D | -13.4% | -5.8% | -7.6% | -12.2% |
| 3M | +26.8% | +16.6% | +10.2% | +21.5% |
| 6M | +44.6% | +7.6% | +37.0% | +41.0% |
| YTD | +45.3% | +10.2% | +35.1% | +40.6% |
| 1Y | +40.1% | +20.2% | +19.9% | +31.7% |
| 3Y | +375.3% | -27.4% | +402.6% | +394.9% |
| All | +293.4% | -25.5% | +318.9% | +310.1% |
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 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