+41.1%
SOFI vs BMRN
-26.5%
+67.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | -7.0% | -1.4% | -5.6% | -6.4% |
| 30D | -4.3% | -5.8% | +1.5% | -1.6% |
| 3M | +8.4% | +16.6% | -8.2% | 0.0% |
| 6M | -5.9% | +7.6% | -13.5% | -10.3% |
| YTD | -34.3% | +10.2% | -44.5% | -38.6% |
| 1Y | -32.6% | +20.2% | -52.8% | -40.4% |
| 3Y | +101.3% | -27.4% | +128.7% | +125.7% |
| 5Y | +12.6% | -16.0% | +28.5% | +12.6% |
| All | +41.1% | -26.5% | +67.6% | +54.1% |
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