+62.1%
SPG vs BMRN
-29.6%
+91.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -6.1% | -6.5% | +0.4% | -4.8% |
| 3M | -3.6% | +18.3% | -21.9% | -7.5% |
| 6M | +10.4% | +8.9% | +1.5% | +7.6% |
| YTD | +14.4% | +10.5% | +3.9% | +10.9% |
| 1Y | +16.5% | +17.5% | -0.9% | +10.6% |
| 3Y | +106.8% | -27.7% | +134.5% | +116.0% |
| 5Y | +108.9% | -15.8% | +124.7% | +106.8% |
| All | +62.1% | -29.6% | +91.7% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling