+148.7%
XLK vs BMRN
-16.0%
+164.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -0.6% | -6.5% | +5.9% | +0.8% |
| 3M | +2.6% | +18.3% | -15.7% | -1.8% |
| 6M | +34.0% | +8.9% | +25.1% | +30.4% |
| YTD | +30.7% | +10.5% | +20.2% | +26.4% |
| 1Y | +39.2% | +17.5% | +21.7% | +31.8% |
| 3Y | +120.4% | -27.7% | +148.1% | +132.3% |
| All | +148.7% | -16.0% | +164.7% | +145.5% |
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 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