+153.3%
XOP vs BMRN
-16.0%
+169.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +2.6% | -1.3% | +3.9% | +2.8% |
| 30D | +9.6% | -6.5% | +16.1% | +10.6% |
| 3M | +20.4% | +18.3% | +2.1% | +17.2% |
| 6M | +19.9% | +8.9% | +11.0% | +18.1% |
| YTD | +56.4% | +10.5% | +45.9% | +53.3% |
| 1Y | +52.4% | +17.5% | +35.0% | +47.2% |
| 3Y | +39.9% | -27.7% | +67.6% | +45.1% |
| All | +153.3% | -16.0% | +169.3% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling