+2,151.1%
SYK vs BMRN
+392.1%
+1,759.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -12.3% | -1.4% | -10.9% | -12.1% |
| 30D | -22.4% | -5.8% | -16.6% | -21.8% |
| 3M | -12.3% | +16.6% | -29.0% | -14.2% |
| 6M | -24.3% | +7.6% | -31.9% | -25.2% |
| YTD | -22.8% | +10.2% | -33.0% | -24.0% |
| 1Y | -28.8% | +20.2% | -49.0% | -31.0% |
| 3Y | -4.0% | -27.4% | +23.4% | -1.6% |
| 5Y | +3.8% | -16.0% | +19.8% | +3.6% |
| 10Y | +172.8% | -30.3% | +203.1% | +170.7% |
| All | +2,151.1% | +392.1% | +1,759.0% | +1,516.0% |
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