-42.9%
TECH vs BMRN
-18.8%
-24.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -0.5% | -1.4% | +0.9% | 0.0% |
| 30D | 0.0% | -5.8% | +5.8% | +2.2% |
| 3M | +37.4% | +16.6% | +20.8% | +28.5% |
| 6M | +36.9% | +7.6% | +29.3% | +31.5% |
| YTD | +23.1% | +10.2% | +12.9% | +16.7% |
| 1Y | +42.2% | +20.2% | +22.0% | +29.1% |
| 3Y | +1.9% | -27.4% | +29.3% | +10.1% |
| 5Y | -42.9% | -16.0% | -26.9% | -42.8% |
| All | -42.9% | -18.8% | -24.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling