+191.2%
TER vs BMRN
-31.2%
+222.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | +14.4% | +2.1% | +12.2% | +14.1% |
| 30D | -30.6% | +3.8% | -34.4% | -30.9% |
| 3M | -39.2% | -16.5% | -22.7% | -37.7% |
| 6M | -31.3% | +6.9% | -38.1% | -33.6% |
| YTD | +29.1% | -3.7% | +32.8% | +27.7% |
| 1Y | +47.4% | +5.6% | +41.9% | +41.4% |
| 3Y | +191.2% | -31.4% | +222.6% | +188.1% |
| All | +191.2% | -31.2% | +222.4% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling