+834.9%
XLE vs BMRN
+399.8%
+435.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | +2.9% | -0.7% | +1.8% |
| 30D | +11.8% | +11.0% | +0.7% | +10.1% |
| 3M | +9.8% | +17.8% | -8.0% | +7.2% |
| 6M | +15.6% | +10.1% | +5.5% | +13.5% |
| YTD | +45.3% | +11.9% | +33.3% | +42.2% |
| 1Y | +48.3% | +17.2% | +31.1% | +43.7% |
| 3Y | +55.4% | -28.5% | +83.9% | +59.1% |
| 5Y | +216.1% | -21.7% | +237.8% | +215.4% |
| 10Y | +178.4% | -30.5% | +208.9% | +174.8% |
| All | +834.9% | +399.8% | +435.1% | +597.9% |
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