+715.4%
TEVA vs BMRN
+393.4%
+322.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | +1.0% | -6.5% | +7.4% | +2.0% |
| 3M | +7.3% | +18.3% | -10.9% | +4.5% |
| 6M | +21.7% | +8.9% | +12.8% | +20.0% |
| YTD | +18.8% | +10.5% | +8.3% | +16.8% |
| 1Y | +86.5% | +17.5% | +69.0% | +80.9% |
| 3Y | +269.4% | -27.7% | +297.1% | +280.9% |
| 5Y | +303.6% | -15.8% | +319.4% | +304.0% |
| 10Y | -22.9% | -30.1% | +7.2% | -22.4% |
| All | +715.4% | +393.4% | +322.0% | +517.8% |
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