-18.1%
SONY vs BMRN
+20.6%
-38.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +1.5% | -6.5% | +8.0% | +2.1% |
| 3M | +13.0% | +18.3% | -5.3% | +11.5% |
| 6M | +11.2% | +8.9% | +2.3% | +11.1% |
| YTD | -6.6% | +10.5% | -17.2% | -7.0% |
| 1Y | -18.1% | +17.5% | -35.6% | -18.9% |
| All | -18.1% | +20.6% | -38.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling