+233.5%
SPOT vs BMRN
-27.2%
+260.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +7.4% | -6.5% | +13.9% | +9.0% |
| 3M | +8.2% | +18.3% | -10.1% | +4.3% |
| 6M | +2.2% | +8.9% | -6.7% | -0.3% |
| YTD | -9.5% | +10.5% | -20.0% | -11.9% |
| 1Y | -23.8% | +17.5% | -41.3% | -26.9% |
| 3Y | +233.5% | -27.7% | +261.2% | +244.7% |
| All | +233.5% | -27.2% | +260.7% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling