+990.0%
TER vs BMRN
+399.8%
+590.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | +2.9% | -2.3% | -0.1% |
| 30D | -8.3% | +11.0% | -19.3% | -11.1% |
| 3M | -12.2% | +17.8% | -30.0% | -16.7% |
| 6M | +17.1% | +10.1% | +7.0% | +12.5% |
| YTD | +84.7% | +11.9% | +72.7% | +76.3% |
| 1Y | +199.9% | +17.2% | +182.7% | +180.7% |
| 3Y | +232.8% | -28.5% | +261.2% | +248.8% |
| 5Y | +198.6% | -21.7% | +220.3% | +202.8% |
| 10Y | +1,669.7% | -30.5% | +1,700.2% | +1,661.4% |
| All | +990.0% | +399.8% | +590.3% | +400.6% |
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