-73.3%
U vs BMRN
-30.6%
-42.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.7% |
| 7D | +2.6% | +2.1% | +0.4% | +1.1% |
| 30D | +27.6% | +3.8% | +23.8% | +23.7% |
| 3M | +15.3% | -16.5% | +31.8% | +28.1% |
| 6M | +96.4% | +6.9% | +89.5% | +82.0% |
| YTD | +19.6% | -3.7% | +23.3% | +17.4% |
| 1Y | +42.1% | +5.6% | +36.6% | +27.9% |
| 3Y | +87.5% | -31.4% | +118.9% | +121.0% |
| All | -73.3% | -30.6% | -42.7% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling