+196.4%
SO vs BMRN
-37.6%
+234.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +1.4% | +2.1% | -0.8% | +1.1% |
| 30D | +4.7% | +3.8% | +0.9% | +4.3% |
| 3M | +1.7% | -16.5% | +18.2% | +3.5% |
| 6M | +2.2% | +6.9% | -4.7% | +1.2% |
| YTD | +10.0% | -3.7% | +13.7% | +9.9% |
| 1Y | +6.0% | +5.6% | +0.5% | +4.8% |
| 3Y | +54.1% | -31.4% | +85.5% | +58.2% |
| 5Y | +79.6% | -30.0% | +109.6% | +81.9% |
| All | +196.4% | -37.6% | +234.1% | +192.0% |
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