+758.5%
XLV vs BMRN
+393.4%
+365.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -1.8% | -6.5% | +4.7% | -0.9% |
| 3M | +7.8% | +18.3% | -10.5% | +5.2% |
| 6M | +9.1% | +8.9% | +0.2% | +7.5% |
| YTD | +7.7% | +10.5% | -2.8% | +5.9% |
| 1Y | +20.4% | +17.5% | +2.9% | +16.9% |
| 3Y | +30.8% | -27.7% | +58.5% | +34.4% |
| 5Y | +34.6% | -15.8% | +50.4% | +34.2% |
| 10Y | +173.4% | -30.1% | +203.5% | +170.5% |
| All | +758.5% | +393.4% | +365.1% | +508.3% |
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