+2,516.0%
SU vs BMRN
+393.4%
+2,122.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +8.4% | -6.5% | +14.9% | +9.3% |
| 3M | +12.1% | +18.3% | -6.2% | +9.4% |
| 6M | +19.7% | +8.9% | +10.8% | +17.7% |
| YTD | +58.4% | +10.5% | +47.9% | +55.3% |
| 1Y | +67.2% | +17.5% | +49.8% | +62.0% |
| 3Y | +125.0% | -27.7% | +152.8% | +129.6% |
| 5Y | +355.1% | -15.8% | +370.8% | +350.0% |
| 10Y | +263.7% | -30.1% | +293.8% | +258.8% |
| All | +2,516.0% | +393.4% | +2,122.6% | +2,018.9% |
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