+57.9%
SO vs BMRN
-18.1%
+75.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | -3.8% | +3.9% | +0.3% |
| 30D | -2.5% | -6.5% | +4.0% | -2.1% |
| 3M | -4.2% | +11.2% | -15.4% | -5.0% |
| 6M | -7.7% | +5.8% | -13.5% | -8.2% |
| YTD | +3.8% | +8.4% | -4.6% | +3.0% |
| 1Y | +0.1% | +15.7% | -15.6% | -1.3% |
| 3Y | +44.2% | -28.6% | +72.8% | +47.5% |
| 5Y | +57.9% | -19.6% | +77.5% | +59.0% |
| All | +57.9% | -18.1% | +75.9% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling