-100.0%
SQQQ vs BMRN
+241.9%
-341.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.4% |
| 7D | +1.8% | -1.3% | +3.1% | +0.8% |
| 30D | +4.2% | -6.5% | +10.6% | -0.8% |
| 3M | -3.3% | +18.3% | -21.5% | +9.0% |
| 6M | -43.6% | +8.9% | -52.5% | -39.8% |
| YTD | -41.9% | +10.5% | -52.4% | -37.0% |
| 1Y | -50.6% | +17.5% | -68.1% | -43.1% |
| 3Y | -89.3% | -27.7% | -61.6% | -90.5% |
| 5Y | -94.8% | -15.8% | -79.0% | -93.7% |
| 10Y | -100.0% | -30.1% | -69.8% | -99.9% |
| All | -100.0% | +241.9% | -341.9% | -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 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