+839.0%
XLI vs BMRN
+383.8%
+455.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -0.6% | -3.8% | +3.2% | 0.0% |
| 30D | -6.9% | -6.5% | -0.4% | -6.1% |
| 3M | -1.9% | +11.2% | -13.2% | -3.7% |
| 6M | +1.0% | +5.8% | -4.8% | -0.2% |
| YTD | +11.3% | +8.4% | +3.0% | +9.4% |
| 1Y | +15.8% | +15.7% | +0.2% | +12.3% |
| 3Y | +69.8% | -28.6% | +98.4% | +74.6% |
| 5Y | +80.9% | -19.6% | +100.5% | +80.8% |
| 10Y | +257.2% | -31.5% | +288.7% | +252.6% |
| All | +839.0% | +383.8% | +455.2% | +523.5% |
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 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