+25.0%
XLB vs BMRN
+7.6%
+17.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | +5.2% | -0.2% | +5.4% | +5.2% |
| 3M | -0.1% | -6.3% | +6.2% | +0.3% |
| 6M | +2.4% | +5.4% | -3.0% | +2.2% |
| YTD | +16.9% | -5.6% | +22.4% | +17.2% |
| 1Y | +25.0% | +6.3% | +18.7% | +24.5% |
| All | +25.0% | +7.6% | +17.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling