+10,444.3%
XPO vs BMRN
+729.2%
+9,715.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -10.4% | -5.8% | -4.5% | -9.3% |
| 3M | -15.7% | +16.6% | -32.3% | -18.5% |
| 6M | -6.3% | +7.6% | -13.9% | -8.3% |
| YTD | +34.2% | +10.2% | +23.9% | +30.5% |
| 1Y | +39.9% | +20.2% | +19.7% | +33.0% |
| 3Y | +155.2% | -27.4% | +182.6% | +165.1% |
| 5Y | +264.7% | -16.0% | +280.7% | +266.9% |
| 10Y | +1,500.1% | -30.3% | +1,530.4% | +1,504.2% |
| All | +10,444.3% | +729.2% | +9,715.1% | +8,244.1% |
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 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