+27.5%
SOLS vs BMRN
+22.7%
+4.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.5% |
| 30D | -1.0% | -6.5% | +5.5% | -1.1% |
| 3M | -24.1% | +18.3% | -42.4% | -24.2% |
| 6M | -18.0% | +8.9% | -26.9% | -16.5% |
| YTD | +27.1% | +10.5% | +16.5% | +29.1% |
| All | +27.5% | +22.7% | +4.9% | +26.9% |
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 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