+78.2%
SYF vs BMRN
-18.8%
+96.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -5.5% | -1.4% | -4.1% | -5.2% |
| 30D | -3.9% | -5.8% | +1.9% | -2.5% |
| 3M | +8.9% | +16.6% | -7.7% | +4.3% |
| 6M | +16.2% | +7.6% | +8.6% | +13.4% |
| YTD | -8.4% | +10.2% | -18.7% | -11.4% |
| 1Y | +2.6% | +20.2% | -17.6% | -3.6% |
| 3Y | +156.4% | -27.4% | +183.7% | +169.1% |
| 5Y | +78.2% | -16.0% | +94.2% | +77.8% |
| All | +78.2% | -18.8% | +96.9% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling