+2,298.1%
TECH vs BMRN
+399.8%
+1,898.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | +0.7% | +11.0% | -10.3% | -1.6% |
| 3M | +36.3% | +17.8% | +18.5% | +31.6% |
| 6M | +25.6% | +10.1% | +15.5% | +22.4% |
| YTD | +23.7% | +11.9% | +11.7% | +20.1% |
| 1Y | +37.6% | +17.2% | +20.4% | +32.1% |
| 3Y | -6.6% | -28.5% | +21.9% | -1.9% |
| 5Y | -42.2% | -21.7% | -20.5% | -40.9% |
| 10Y | +187.6% | -30.5% | +218.1% | +188.3% |
| All | +2,298.1% | +399.8% | +1,898.3% | +1,229.4% |
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