+192.9%
XOM vs BMRN
-29.6%
+222.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | +4.6% | -6.5% | +11.1% | +5.6% |
| 3M | +14.0% | +18.3% | -4.3% | +10.8% |
| 6M | +11.0% | +8.9% | +2.1% | +8.9% |
| YTD | +40.7% | +10.5% | +30.2% | +37.5% |
| 1Y | +52.3% | +17.5% | +34.8% | +46.6% |
| 3Y | +60.5% | -27.7% | +88.2% | +65.5% |
| 5Y | +266.4% | -15.8% | +282.2% | +257.0% |
| All | +192.9% | -29.6% | +222.5% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling