+292.2%
TER vs BMRN
-28.6%
+320.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.2% |
| 7D | +12.4% | -3.8% | +16.2% | +13.0% |
| 30D | +5.1% | -6.5% | +11.6% | +6.1% |
| 3M | +4.0% | +11.2% | -7.3% | +1.5% |
| 6M | +29.5% | +5.8% | +23.7% | +27.5% |
| YTD | +98.5% | +8.4% | +90.1% | +93.9% |
| 1Y | +234.1% | +15.7% | +218.4% | +219.5% |
| All | +292.2% | -28.6% | +320.8% | +294.9% |
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 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