+28.1%
XLP vs BMRN
-26.7%
+54.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -1.2% |
| 30D | -0.9% | +11.0% | -11.9% | -1.7% |
| 3M | +3.8% | +17.8% | -14.0% | +2.5% |
| 6M | -1.7% | +10.1% | -11.8% | -2.5% |
| YTD | +10.3% | +11.9% | -1.7% | +9.2% |
| 1Y | +7.8% | +17.2% | -9.4% | +6.2% |
| All | +28.1% | -26.7% | +54.8% | +27.4% |
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