+33.6%
XLY vs BMRN
-27.2%
+60.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -4.2% | -6.5% | +2.3% | -3.2% |
| 3M | -2.7% | +18.3% | -20.9% | -5.6% |
| 6M | -0.6% | +8.9% | -9.5% | -2.4% |
| YTD | -5.0% | +10.5% | -15.5% | -7.0% |
| 1Y | -4.1% | +17.5% | -21.6% | -7.4% |
| 3Y | +33.6% | -27.7% | +61.3% | +33.9% |
| All | +33.6% | -27.2% | +60.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling