+1,089.7%
SSNC vs BMRN
+177.6%
+912.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -3.9% | -3.8% | -0.1% | -2.9% |
| 30D | -0.2% | -6.5% | +6.3% | +1.5% |
| 3M | +15.9% | +11.2% | +4.7% | +12.6% |
| 6M | +7.5% | +5.8% | +1.7% | +5.3% |
| YTD | -8.2% | +8.4% | -16.6% | -10.8% |
| 1Y | -9.3% | +15.7% | -25.0% | -14.0% |
| 3Y | +48.5% | -28.6% | +77.0% | +56.1% |
| 5Y | +16.0% | -19.6% | +35.6% | +16.0% |
| 10Y | +169.2% | -31.5% | +200.7% | +160.6% |
| All | +1,089.7% | +177.6% | +912.1% | +525.0% |
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