-5.3%
SYK vs BMRN
+7.6%
-12.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.0% |
| 7D | +7.5% | -2.4% | +9.9% | +7.9% |
| 30D | +20.4% | -0.2% | +20.6% | +20.3% |
| 3M | -0.3% | -6.3% | +6.1% | +1.2% |
| 6M | +14.2% | +5.4% | +8.7% | +15.2% |
| YTD | -3.8% | -5.6% | +1.7% | -2.2% |
| 1Y | -5.3% | +6.3% | -11.6% | -4.5% |
| All | -5.3% | +7.6% | -12.8% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling