+2,897.2%
SPG vs BMRN
+399.8%
+2,497.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.4% | +2.9% | -5.3% | -2.8% |
| 30D | -6.8% | +11.0% | -17.9% | -8.4% |
| 3M | +2.7% | +17.8% | -15.1% | +0.1% |
| 6M | +5.5% | +10.1% | -4.6% | +3.6% |
| YTD | +15.7% | +11.9% | +3.8% | +13.2% |
| 1Y | +20.9% | +17.2% | +3.6% | +17.0% |
| 3Y | +112.4% | -28.5% | +140.9% | +118.8% |
| 5Y | +101.4% | -21.7% | +123.0% | +102.9% |
| 10Y | +60.6% | -30.5% | +91.1% | +59.4% |
| All | +2,897.2% | +399.8% | +2,497.4% | +2,127.9% |
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 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