+30.5%
SNOW vs BMRN
-14.7%
+45.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +8.4% | -3.8% | +12.2% | +10.3% |
| 30D | -1.0% | -6.5% | +5.5% | +1.8% |
| 3M | +38.3% | +11.2% | +27.1% | +30.6% |
| 6M | +81.3% | +5.8% | +75.5% | +74.4% |
| YTD | +51.1% | +8.4% | +42.7% | +43.4% |
| 1Y | +47.0% | +15.7% | +31.3% | +33.2% |
| 3Y | +99.7% | -28.6% | +128.3% | +125.2% |
| 5Y | +3.6% | -19.6% | +23.2% | +8.2% |
| All | +30.5% | -14.7% | +45.2% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling