+585.6%
XLP vs BMRN
+329.5%
+256.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +8.9% | +4.3% | +4.6% | +8.6% |
| 3M | +7.5% | -10.4% | +17.9% | +8.3% |
| 6M | +9.4% | +5.8% | +3.7% | +8.8% |
| YTD | +19.3% | -3.8% | +23.0% | +19.3% |
| 1Y | +21.7% | +11.1% | +10.6% | +20.3% |
| 3Y | +44.0% | -31.7% | +75.7% | +46.5% |
| 5Y | +42.8% | -30.9% | +73.7% | +44.2% |
| 10Y | +128.8% | -37.7% | +166.5% | +128.2% |
| All | +585.6% | +329.5% | +256.1% | +460.3% |
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 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