+891.5%
XOM vs BMRN
+392.1%
+499.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +1.9% | -1.4% | +3.2% | +2.0% |
| 30D | +4.1% | -5.8% | +9.9% | +4.7% |
| 3M | +10.4% | +16.6% | -6.2% | +8.6% |
| 6M | +13.0% | +7.6% | +5.4% | +11.8% |
| YTD | +40.1% | +10.2% | +29.8% | +38.0% |
| 1Y | +51.1% | +20.2% | +30.9% | +47.2% |
| 3Y | +57.7% | -27.4% | +85.1% | +60.1% |
| 5Y | +264.7% | -16.0% | +280.7% | +261.3% |
| 10Y | +193.1% | -30.3% | +223.4% | +188.9% |
| All | +891.5% | +392.1% | +499.4% | +728.9% |
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