+167.6%
SYK vs BMRN
-29.8%
+197.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | -12.3% | -1.4% | -10.9% | -12.0% |
| 30D | -22.4% | -5.8% | -16.6% | -21.3% |
| 3M | -12.3% | +16.6% | -29.0% | -15.5% |
| 6M | -24.3% | +7.6% | -31.9% | -25.9% |
| YTD | -22.8% | +10.2% | -33.0% | -24.9% |
| 1Y | -28.8% | +20.2% | -49.0% | -32.6% |
| 3Y | -4.0% | -27.4% | +23.4% | +0.4% |
| 5Y | +3.8% | -16.0% | +19.8% | +2.3% |
| All | +167.6% | -29.8% | +197.4% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling