+226.0%
XLE vs BMRN
-18.8%
+244.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | +6.6% | -5.8% | +12.4% | +7.1% |
| 3M | +12.3% | +16.6% | -4.4% | +10.7% |
| 6M | +18.4% | +7.6% | +10.8% | +17.6% |
| YTD | +47.2% | +10.2% | +37.0% | +45.7% |
| 1Y | +50.3% | +20.2% | +30.1% | +46.8% |
| 3Y | +55.3% | -27.4% | +82.7% | +58.5% |
| 5Y | +226.0% | -16.0% | +241.9% | +231.9% |
| All | +226.0% | -18.8% | +244.7% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling