+653.7%
XLB vs BMRN
+338.2%
+315.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | +7.2% | +5.3% | +1.9% | +6.4% |
| 3M | 0.0% | -16.1% | +16.2% | +2.6% |
| 6M | +2.3% | +10.9% | -8.6% | +0.3% |
| YTD | +18.4% | -1.9% | +20.3% | +18.1% |
| 1Y | +23.3% | +6.2% | +17.1% | +21.2% |
| 3Y | +45.2% | -30.5% | +75.7% | +50.3% |
| 5Y | +31.0% | -28.4% | +59.3% | +33.4% |
| 10Y | +168.8% | -36.2% | +205.0% | +168.5% |
| All | +653.7% | +338.2% | +315.5% | +421.9% |
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