+932.3%
SYY vs BMRN
+383.8%
+548.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -0.2% | -3.8% | +3.6% | +0.1% |
| 30D | -2.7% | -6.5% | +3.7% | -2.2% |
| 3M | +5.9% | +11.2% | -5.3% | +4.9% |
| 6M | -2.3% | +5.8% | -8.1% | -3.0% |
| YTD | +13.1% | +8.4% | +4.7% | +12.0% |
| 1Y | +3.8% | +15.7% | -11.9% | +2.0% |
| 3Y | +26.7% | -28.6% | +55.3% | +28.7% |
| 5Y | +19.4% | -19.6% | +39.0% | +19.5% |
| 10Y | +112.0% | -31.5% | +143.5% | +111.2% |
| All | +932.3% | +383.8% | +548.5% | +782.8% |
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