+333.7%
SYF vs BMRN
-0.3%
+334.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -0.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | 0.0% | +1.3% | -1.2% | -0.5% |
| 3M | +11.9% | +14.3% | -2.4% | +7.6% |
| 6M | +18.9% | +5.7% | +13.2% | +16.3% |
| YTD | -4.6% | +8.7% | -13.3% | -7.5% |
| 1Y | +6.4% | +14.6% | -8.3% | +0.9% |
| 3Y | +167.2% | -28.3% | +195.5% | +181.6% |
| 5Y | +92.3% | -15.7% | +108.1% | +90.1% |
| 10Y | +263.2% | -33.7% | +296.8% | +253.1% |
| All | +333.7% | -0.3% | +334.0% | +291.5% |
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