+1,795.5%
SRE vs BMRN
+383.8%
+1,411.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.5% | -3.8% | +5.3% | +1.8% |
| 30D | +0.8% | -6.5% | +7.3% | +1.3% |
| 3M | -5.8% | +11.2% | -17.0% | -6.7% |
| 6M | -7.8% | +5.8% | -13.6% | -8.4% |
| YTD | -2.4% | +8.4% | -10.7% | -3.3% |
| 1Y | +8.9% | +15.7% | -6.8% | +7.1% |
| 3Y | +31.1% | -28.6% | +59.7% | +32.9% |
| 5Y | +48.6% | -19.6% | +68.2% | +48.3% |
| 10Y | +126.1% | -31.5% | +157.6% | +123.5% |
| All | +1,795.5% | +383.8% | +1,411.6% | +1,459.4% |
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 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