+86.7%
SPYG vs BMRN
-16.0%
+102.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.5% | -6.5% | +5.0% | -0.1% |
| 3M | +3.7% | +18.3% | -14.5% | -0.4% |
| 6M | +16.4% | +8.9% | +7.5% | +13.6% |
| YTD | +13.3% | +10.5% | +2.8% | +10.0% |
| 1Y | +17.9% | +17.5% | +0.4% | +12.1% |
| 3Y | +98.3% | -27.7% | +126.1% | +108.9% |
| All | +86.7% | -16.0% | +102.7% | +84.4% |
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