+154.8%
SO vs BMRN
-29.8%
+184.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.1% | -1.4% | +0.2% | -1.0% |
| 30D | -3.7% | -5.8% | +2.1% | -3.2% |
| 3M | -5.9% | +16.6% | -22.5% | -7.4% |
| 6M | -7.3% | +7.6% | -14.9% | -8.2% |
| YTD | +3.1% | +10.2% | -7.1% | +1.8% |
| 1Y | -1.0% | +20.2% | -21.2% | -3.4% |
| 3Y | +43.2% | -27.4% | +70.6% | +46.1% |
| 5Y | +59.1% | -16.0% | +75.1% | +58.1% |
| All | +154.8% | -29.8% | +184.6% | +152.3% |
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