+1,375.7%
SNPS vs BMRN
+399.8%
+976.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | -11.0% | +2.9% | -13.9% | -11.4% |
| 30D | -1.7% | +11.0% | -12.8% | -3.5% |
| 3M | -20.4% | +17.8% | -38.2% | -22.6% |
| 6M | -8.6% | +10.1% | -18.7% | -10.4% |
| YTD | -16.2% | +11.9% | -28.1% | -18.1% |
| 1Y | -34.6% | +17.2% | -51.8% | -36.7% |
| 3Y | -14.5% | -28.5% | +14.0% | -11.6% |
| 5Y | +17.0% | -21.7% | +38.7% | +18.5% |
| 10Y | +560.0% | -30.5% | +590.5% | +560.0% |
| All | +1,375.7% | +399.8% | +976.0% | +870.9% |
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 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