+593.5%
XLU vs BMRN
+393.4%
+200.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -3.3% | -6.5% | +3.2% | -2.8% |
| 3M | -3.2% | +18.3% | -21.4% | -4.4% |
| 6M | -7.0% | +8.9% | -15.8% | -7.7% |
| YTD | +0.6% | +10.5% | -9.9% | -0.4% |
| 1Y | +2.4% | +17.5% | -15.0% | +0.7% |
| 3Y | +46.3% | -27.7% | +74.0% | +48.1% |
| 5Y | +44.0% | -15.8% | +59.7% | +43.3% |
| 10Y | +140.1% | -30.1% | +170.2% | +136.9% |
| All | +593.5% | +393.4% | +200.2% | +472.0% |
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