+1,605.7%
SNPS vs BMRN
+329.9%
+1,275.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | +1.1% | +2.1% | -1.1% | +0.7% |
| 30D | -5.2% | +3.8% | -8.9% | -5.8% |
| 3M | +10.6% | -16.5% | +27.0% | +13.5% |
| 6M | -10.6% | +6.9% | -17.5% | -12.1% |
| YTD | -3.1% | -3.7% | +0.6% | -3.2% |
| 1Y | +15.6% | +5.6% | +10.0% | +13.3% |
| 3Y | -12.9% | -31.4% | +18.4% | -9.4% |
| 5Y | +31.2% | -30.0% | +61.2% | +35.3% |
| 10Y | +663.4% | -37.4% | +700.8% | +677.0% |
| All | +1,605.7% | +329.9% | +1,275.8% | +1,047.2% |
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