+69.7%
XLC vs BMRN
-27.4%
+97.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | +0.2% | -5.8% | +6.0% | +0.9% |
| 3M | +0.7% | +16.6% | -15.9% | -1.4% |
| 6M | -4.5% | +7.6% | -12.0% | -5.5% |
| YTD | -4.7% | +10.2% | -15.0% | -6.2% |
| 1Y | -1.5% | +20.2% | -21.7% | -4.4% |
| All | +69.7% | -27.4% | +97.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling