+533.9%
XLP vs BMRN
+399.8%
+134.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| YTD | +10.3% | +11.9% | -1.7% | +9.1% |
| 1Y | +7.8% | +17.2% | -9.4% | +6.1% |
| 3Y | +27.2% | -28.5% | +55.7% | +28.9% |
| 5Y | +32.5% | -21.7% | +54.2% | +32.6% |
| 10Y | +101.8% | -30.5% | +132.3% | +99.5% |
| All | +533.9% | +399.8% | +134.1% | +412.5% |
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