+2,823.3%
SPGI vs BMRN
+399.8%
+2,423.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | +2.9% | -2.7% | -0.3% |
| 30D | +8.4% | +11.0% | -2.6% | +6.6% |
| 3M | +11.8% | +17.8% | -6.0% | +9.0% |
| 6M | +5.7% | +10.1% | -4.4% | +3.8% |
| YTD | -9.7% | +11.9% | -21.6% | -11.7% |
| 1Y | -12.5% | +17.2% | -29.7% | -15.3% |
| 3Y | +21.8% | -28.5% | +50.3% | +25.2% |
| 5Y | +8.2% | -21.7% | +29.9% | +8.6% |
| 10Y | +309.5% | -30.5% | +340.0% | +304.8% |
| All | +2,823.3% | +399.8% | +2,423.6% | +2,063.9% |
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