+32.9%
XLP vs BMRN
-14.4%
+47.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -1.3% |
| 30D | -0.9% | +11.0% | -11.9% | -1.9% |
| 3M | +3.8% | +17.8% | -14.0% | +2.1% |
| 6M | -1.7% | +10.1% | -11.8% | -2.8% |
| YTD | +10.3% | +11.9% | -1.7% | +8.8% |
| 1Y | +7.8% | +17.2% | -9.4% | +5.7% |
| 3Y | +27.2% | -28.5% | +55.7% | +30.0% |
| All | +32.9% | -14.4% | +47.3% | +32.3% |
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