+360.5%
SOXX vs BMRN
+8.7%
+351.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.8% | -2.2% |
| 7D | +158.9% | +2.0% | +156.9% | +158.8% |
| 30D | +129.2% | -0.7% | +129.9% | +129.0% |
| 3M | +149.7% | -5.9% | +155.6% | +148.7% |
| 6M | +193.4% | +3.0% | +190.4% | +190.5% |
| YTD | +351.0% | -3.9% | +354.9% | +350.4% |
| 1Y | +360.5% | +8.8% | +351.7% | +349.7% |
| All | +360.5% | +8.7% | +351.8% | +349.7% |
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