+17.9%
SNPS vs BMRN
-18.1%
+36.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.5% | -3.8% | -1.6% | -4.4% |
| 30D | -4.5% | -6.5% | +2.0% | -2.7% |
| 3M | -15.5% | +11.2% | -26.7% | -18.4% |
| 6M | -10.1% | +5.8% | -15.9% | -12.2% |
| YTD | -16.3% | +8.4% | -24.7% | -19.0% |
| 1Y | -34.9% | +15.7% | -50.6% | -38.6% |
| 3Y | -14.4% | -28.6% | +14.2% | -8.6% |
| 5Y | +17.9% | -19.6% | +37.5% | +14.8% |
| All | +17.9% | -18.1% | +36.0% | +14.8% |
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