+55.0%
XOP vs BMRN
-29.6%
+84.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | +9.6% | -6.5% | +16.1% | +11.5% |
| 3M | +20.4% | +18.3% | +2.1% | +14.4% |
| 6M | +19.9% | +8.9% | +11.0% | +15.8% |
| YTD | +56.4% | +10.5% | +45.9% | +49.9% |
| 1Y | +52.4% | +17.5% | +35.0% | +42.4% |
| 3Y | +39.9% | -27.7% | +67.6% | +47.2% |
| 5Y | +163.7% | -15.8% | +179.5% | +153.8% |
| All | +55.0% | -29.6% | +84.6% | +41.0% |
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