+98.3%
SPYG vs BMRN
-27.2%
+125.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.5% | -6.5% | +5.0% | -0.7% |
| 3M | +3.7% | +18.3% | -14.5% | +1.1% |
| 6M | +16.4% | +8.9% | +7.5% | +14.7% |
| YTD | +13.3% | +10.5% | +2.8% | +11.3% |
| 1Y | +17.9% | +17.5% | +0.4% | +14.2% |
| 3Y | +98.3% | -27.7% | +126.1% | +100.0% |
| All | +98.3% | -27.2% | +125.5% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling