+72.6%
SPY vs BMRN
-30.6%
+103.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.6% | +2.1% | +0.5% | +2.2% |
| 30D | -2.0% | +3.8% | -5.8% | -2.7% |
| 3M | -2.8% | -16.5% | +13.7% | +0.4% |
| 6M | +2.1% | +6.9% | -4.7% | +0.1% |
| YTD | +11.5% | -3.7% | +15.2% | +11.4% |
| 1Y | +13.5% | +5.6% | +7.9% | +10.7% |
| 3Y | +77.7% | -31.4% | +109.1% | +86.2% |
| All | +72.6% | -30.6% | +103.1% | +75.0% |
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