+163.6%
W vs BMRN
-5.0%
+168.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -4.2% | +2.9% | -7.0% | -5.6% |
| 30D | -7.6% | +11.0% | -18.6% | -12.9% |
| 3M | +37.2% | +17.8% | +19.3% | +25.6% |
| 6M | +26.3% | +10.1% | +16.2% | +19.2% |
| YTD | -1.0% | +11.9% | -12.9% | -8.0% |
| 1Y | +20.1% | +17.2% | +2.9% | +7.8% |
| 3Y | +37.8% | -28.5% | +66.3% | +55.3% |
| 5Y | -63.7% | -21.7% | -42.0% | -60.2% |
| 10Y | +156.3% | -30.5% | +186.8% | +170.3% |
| All | +163.6% | -5.0% | +168.6% | +173.8% |
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