+196.7%
W vs BMRN
-18.3%
+215.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +0.2% | +2.1% | -2.0% | -0.9% |
| 30D | +6.8% | +3.8% | +3.0% | +5.0% |
| 3M | +10.7% | -16.5% | +27.2% | +21.5% |
| 6M | +86.3% | +6.9% | +79.5% | +78.3% |
| YTD | +11.5% | -3.7% | +15.2% | +12.0% |
| 1Y | +5.1% | +5.6% | -0.5% | -0.4% |
| 3Y | +171.0% | -31.4% | +202.4% | +213.8% |
| 5Y | -56.6% | -30.0% | -26.6% | -49.4% |
| 10Y | +213.4% | -37.4% | +250.8% | +252.4% |
| All | +196.7% | -18.3% | +215.0% | +233.2% |
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