+54.9%
XLE vs BMRN
-28.8%
+83.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +12.6% | +1.3% | +11.4% | +12.5% |
| 3M | +11.8% | +14.3% | -2.4% | +11.1% |
| 6M | +16.1% | +5.7% | +10.3% | +16.1% |
| YTD | +46.9% | +8.7% | +38.1% | +46.4% |
| 1Y | +53.3% | +14.6% | +38.6% | +51.8% |
| 3Y | +54.9% | -28.3% | +83.3% | +57.3% |
| All | +54.9% | -28.8% | +83.8% | +57.3% |
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