+61.9%
SNY vs BMRN
-29.6%
+91.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -2.2% | -6.5% | +4.3% | -0.8% |
| 3M | -3.0% | +18.3% | -21.3% | -6.5% |
| 6M | +2.7% | +8.9% | -6.1% | +0.5% |
| YTD | -6.8% | +10.5% | -17.4% | -9.3% |
| 1Y | -5.3% | +17.5% | -22.7% | -9.3% |
| 3Y | -9.8% | -27.7% | +17.9% | -6.3% |
| 5Y | +9.7% | -15.8% | +25.4% | +8.0% |
| All | +61.9% | -29.6% | +91.5% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling