+167.9%
XHB vs BMRN
+454.8%
-286.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.9% | -3.8% | +1.9% | -0.7% |
| 30D | -8.3% | -6.5% | -1.8% | -6.4% |
| 3M | -7.1% | +11.2% | -18.4% | -10.6% |
| 6M | -5.3% | +5.8% | -11.1% | -7.8% |
| YTD | -3.2% | +8.4% | -11.6% | -6.8% |
| 1Y | -13.9% | +15.7% | -29.5% | -19.4% |
| 3Y | +24.9% | -28.6% | +53.5% | +32.4% |
| 5Y | +34.5% | -19.6% | +54.1% | +34.4% |
| 10Y | +215.5% | -31.5% | +247.0% | +200.5% |
| All | +167.9% | +454.8% | -286.9% | -11.4% |
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