+86.6%
XOP vs BMRN
+360.1%
-273.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.0% | -3.8% | +4.8% | +2.1% |
| 30D | +10.8% | -6.5% | +17.3% | +13.0% |
| 3M | +19.5% | +11.2% | +8.2% | +15.2% |
| 6M | +21.6% | +5.8% | +15.8% | +17.9% |
| YTD | +55.8% | +8.4% | +47.5% | +49.5% |
| 1Y | +54.6% | +15.7% | +39.0% | +44.2% |
| 3Y | +36.6% | -28.6% | +65.2% | +43.6% |
| 5Y | +160.6% | -19.6% | +180.2% | +155.7% |
| 10Y | +56.2% | -31.5% | +87.7% | +50.6% |
| All | +86.6% | +360.1% | -273.4% | -23.7% |
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