+2.2%
SPGI vs BMRN
-18.1%
+20.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.5% |
| 7D | -3.1% | -3.8% | +0.7% | -2.4% |
| 30D | +2.0% | -6.5% | +8.5% | +3.2% |
| 3M | +4.3% | +11.2% | -6.9% | +2.2% |
| 6M | -0.2% | +5.8% | -6.0% | -1.6% |
| YTD | -14.8% | +8.4% | -23.2% | -16.5% |
| 1Y | -18.5% | +15.7% | -34.2% | -21.5% |
| 3Y | +16.0% | -28.6% | +44.5% | +20.9% |
| 5Y | +2.2% | -19.6% | +21.8% | +3.0% |
| All | +2.2% | -18.1% | +20.3% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling