+141.4%
XLC vs BMRN
-32.0%
+173.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +0.2% | +1.3% | -1.0% | -0.3% |
| 3M | +0.6% | +14.3% | -13.6% | -2.9% |
| 6M | -4.5% | +5.7% | -10.2% | -6.4% |
| YTD | -4.7% | +8.7% | -13.5% | -7.5% |
| 1Y | -1.7% | +14.6% | -16.3% | -6.4% |
| 3Y | +72.3% | -28.3% | +100.6% | +81.0% |
| 5Y | +37.8% | -15.7% | +53.5% | +35.2% |
| All | +141.4% | -32.0% | +173.3% | +126.2% |
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