+300.4%
SYF vs BMRN
-11.7%
+312.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -2.0% | +2.1% | -4.2% | -2.6% |
| 30D | +1.2% | +3.8% | -2.6% | +0.1% |
| 3M | -9.4% | -16.5% | +7.1% | -5.1% |
| 6M | +4.4% | +6.9% | -2.5% | +1.7% |
| YTD | -11.9% | -3.7% | -8.2% | -12.0% |
| 1Y | -0.4% | +5.6% | -6.0% | -3.5% |
| 3Y | +159.6% | -31.4% | +190.9% | +177.2% |
| 5Y | +60.9% | -30.0% | +90.9% | +67.2% |
| 10Y | +180.9% | -37.4% | +218.3% | +178.7% |
| All | +300.4% | -11.7% | +312.1% | +272.6% |
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