-37.5%
U vs BMRN
-18.0%
-19.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +4.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.5% |
| 30D | -0.6% | +1.3% | -1.9% | -2.1% |
| 3M | +48.4% | +14.3% | +34.1% | +35.7% |
| 6M | +115.4% | +5.7% | +109.6% | +104.0% |
| YTD | -3.2% | +8.7% | -12.0% | -10.8% |
| 1Y | -6.0% | +14.6% | -20.7% | -18.0% |
| 3Y | +13.5% | -28.3% | +41.8% | +31.8% |
| 5Y | -68.0% | -15.7% | -52.3% | -65.7% |
| All | -37.5% | -18.0% | -19.5% | -36.8% |
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