-13.6%
SOUN vs BMRN
-23.1%
+9.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -4.4% | -3.8% | -0.6% | -2.0% |
| 30D | -13.1% | -6.5% | -6.6% | -9.5% |
| 3M | -7.7% | +11.2% | -18.9% | -14.7% |
| 6M | -21.2% | +5.8% | -27.0% | -25.3% |
| YTD | -35.0% | +8.4% | -43.4% | -39.9% |
| 1Y | -56.4% | +15.7% | -72.0% | -62.1% |
| 3Y | +181.7% | -28.6% | +210.3% | +240.5% |
| All | -13.6% | -23.1% | +9.5% | -25.0% |
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 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