-100.0%
SPXS vs BMRN
+286.4%
-386.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.2% |
| 7D | +1.2% | -3.8% | +5.1% | -1.3% |
| 30D | +5.2% | -6.5% | +11.7% | +0.8% |
| 3M | -9.2% | +11.2% | -20.4% | -2.4% |
| 6M | -29.6% | +5.8% | -35.4% | -26.1% |
| YTD | -27.6% | +8.4% | -36.0% | -22.7% |
| 1Y | -36.7% | +15.7% | -52.4% | -28.4% |
| 3Y | -79.8% | -28.6% | -51.2% | -81.9% |
| 5Y | -85.9% | -19.6% | -66.3% | -84.1% |
| 10Y | -99.5% | -31.5% | -68.0% | -99.3% |
| All | -100.0% | +286.4% | -386.4% | -99.9% |
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