+309.7%
SN vs BMRN
-26.8%
+336.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -3.4% | -3.8% | +0.4% | -2.5% |
| 30D | -9.1% | -6.5% | -2.6% | -7.6% |
| 3M | +31.8% | +11.2% | +20.5% | +27.8% |
| 6M | +52.0% | +5.8% | +46.2% | +48.9% |
| YTD | +51.3% | +8.4% | +42.9% | +47.1% |
| 1Y | +46.9% | +15.7% | +31.2% | +39.5% |
| 3Y | +394.9% | -28.6% | +423.5% | +417.7% |
| All | +309.7% | -26.8% | +336.4% | +328.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling