+2,550.6%
SOXX vs BMRN
+390.1%
+2,160.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -3.6% | -6.5% | +2.9% | -2.1% |
| 3M | -10.2% | +18.3% | -28.4% | -14.4% |
| 6M | +54.2% | +8.9% | +45.4% | +49.2% |
| YTD | +75.2% | +10.5% | +64.7% | +68.6% |
| 1Y | +107.5% | +17.5% | +90.0% | +95.4% |
| 3Y | +226.8% | -27.7% | +254.5% | +241.5% |
| 5Y | +251.2% | -15.8% | +267.0% | +250.1% |
| 10Y | +1,567.6% | -30.1% | +1,597.8% | +1,552.7% |
| All | +2,550.6% | +390.1% | +2,160.4% | +1,174.7% |
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 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