+513.3%
XRT vs BMRN
+375.2%
+138.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.1% |
| 30D | -4.2% | +11.0% | -15.2% | -6.9% |
| 3M | +5.1% | +17.8% | -12.7% | +0.5% |
| 6M | +2.4% | +10.1% | -7.7% | -0.8% |
| YTD | +3.2% | +11.9% | -8.8% | -0.7% |
| 1Y | +1.5% | +17.2% | -15.7% | -4.0% |
| 3Y | +40.6% | -28.5% | +69.0% | +47.7% |
| 5Y | -1.0% | -21.7% | +20.7% | +0.2% |
| 10Y | +128.4% | -30.5% | +158.9% | +120.8% |
| All | +513.3% | +375.2% | +138.1% | +181.2% |
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