-86.2%
SPXS vs BMRN
-16.0%
-70.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | +2.5% | -1.3% | +3.8% | +1.8% |
| 30D | +4.2% | -6.5% | +10.7% | +0.5% |
| 3M | -9.3% | +18.3% | -27.6% | 0.0% |
| 6M | -30.7% | +8.9% | -39.6% | -26.7% |
| YTD | -28.1% | +10.5% | -38.6% | -23.1% |
| 1Y | -35.1% | +17.5% | -52.5% | -27.1% |
| 3Y | -79.6% | -27.7% | -51.9% | -81.6% |
| All | -86.2% | -16.0% | -70.1% | -84.1% |
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