-100.0%
SPXU vs BMRN
+336.7%
-436.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +2.9% |
| 7D | +6.4% | -1.4% | +7.7% | +5.5% |
| 30D | +5.9% | -5.8% | +11.8% | +2.3% |
| 3M | -11.7% | +16.6% | -28.3% | -2.7% |
| 6M | -28.7% | +7.6% | -36.3% | -24.6% |
| YTD | -26.4% | +10.2% | -36.6% | -20.7% |
| 1Y | -35.2% | +20.2% | -55.4% | -25.4% |
| 3Y | -79.8% | -27.4% | -52.4% | -81.5% |
| 5Y | -86.1% | -16.0% | -70.1% | -83.9% |
| 10Y | -99.5% | -30.3% | -69.2% | -99.3% |
| All | -100.0% | +336.7% | -436.7% | -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