+1,450.2%
XPO vs BMRN
-29.6%
+1,479.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -5.7% | -1.3% | -4.4% | -5.3% |
| 30D | -12.8% | -6.5% | -6.3% | -11.0% |
| 3M | -20.0% | +18.3% | -38.2% | -24.6% |
| 6M | -6.0% | +8.9% | -14.9% | -9.6% |
| YTD | +34.0% | +10.5% | +23.5% | +27.9% |
| 1Y | +35.6% | +17.5% | +18.1% | +25.5% |
| 3Y | +152.3% | -27.7% | +180.0% | +168.9% |
| 5Y | +264.4% | -15.8% | +280.1% | +262.7% |
| All | +1,450.2% | -29.6% | +1,479.8% | +1,444.6% |
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