+1,181.8%
TROW vs BMRN
+392.1%
+789.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.0% | -1.4% | -1.6% | -2.7% |
| 30D | -5.5% | -5.8% | +0.4% | -4.3% |
| 3M | +2.3% | +16.6% | -14.4% | -1.3% |
| 6M | +23.9% | +7.6% | +16.3% | +21.2% |
| YTD | +7.9% | +10.2% | -2.3% | +4.9% |
| 1Y | +6.1% | +20.2% | -14.1% | +0.6% |
| 3Y | +13.8% | -27.4% | +41.2% | +18.4% |
| 5Y | -38.2% | -16.0% | -22.2% | -38.3% |
| 10Y | +131.3% | -30.3% | +161.6% | +128.4% |
| All | +1,181.8% | +392.1% | +789.7% | +667.4% |
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