+115.3%
SPOT vs BMRN
-16.0%
+131.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | +7.4% | -6.5% | +13.9% | +10.0% |
| 3M | +8.2% | +18.3% | -10.1% | +1.5% |
| 6M | +2.2% | +8.9% | -6.7% | -1.8% |
| YTD | -9.5% | +10.5% | -20.0% | -13.4% |
| 1Y | -23.8% | +17.5% | -41.3% | -29.4% |
| 3Y | +233.5% | -27.7% | +261.2% | +264.6% |
| All | +115.3% | -16.0% | +131.3% | +106.9% |
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 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