+199.8%
TER vs BMRN
+12.9%
+186.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.5% |
| 7D | +0.6% | +2.9% | -2.3% | +0.9% |
| 30D | -8.3% | +11.0% | -19.4% | -7.3% |
| 3M | -12.2% | +17.8% | -30.1% | -11.2% |
| 6M | +17.0% | +10.1% | +6.9% | +18.9% |
| YTD | +84.6% | +11.9% | +72.7% | +87.3% |
| 1Y | +199.8% | +17.2% | +182.6% | +206.9% |
| All | +199.8% | +12.9% | +186.9% | +206.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling