+559.2%
SPYG vs BMRN
+248.2%
+311.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +0.3% | -3.8% | +4.1% | +1.0% |
| 30D | -1.7% | -6.5% | +4.8% | -0.5% |
| 3M | +3.6% | +11.2% | -7.6% | +1.4% |
| 6M | +16.6% | +5.8% | +10.8% | +14.7% |
| YTD | +13.4% | +8.4% | +5.0% | +10.9% |
| 1Y | +19.6% | +15.7% | +3.9% | +15.1% |
| 3Y | +99.8% | -28.6% | +128.3% | +106.7% |
| 5Y | +85.0% | -19.6% | +104.6% | +85.5% |
| 10Y | +422.1% | -31.5% | +453.6% | +415.8% |
| All | +559.2% | +248.2% | +311.0% | +272.3% |
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