+977.0%
XLY vs BMRN
+393.4%
+583.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | -0.6% | +8.9% | -9.5% | -2.3% |
| YTD | -5.0% | +10.5% | -15.5% | -7.0% |
| 1Y | -4.1% | +17.5% | -21.6% | -7.3% |
| 3Y | +33.6% | -27.7% | +61.3% | +37.5% |
| 5Y | +28.7% | -15.8% | +44.5% | +28.6% |
| 10Y | +219.6% | -30.1% | +249.8% | +216.6% |
| All | +977.0% | +393.4% | +583.6% | +627.9% |
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 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