+14.9%
XYL vs BMRN
-27.2%
+42.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | -11.9% | -6.5% | -5.5% | -11.2% |
| 3M | -1.5% | +18.3% | -19.8% | -3.8% |
| 6M | -11.9% | +8.9% | -20.8% | -13.1% |
| YTD | -20.6% | +10.5% | -31.1% | -21.9% |
| 1Y | -23.5% | +17.5% | -41.0% | -25.7% |
| 3Y | +14.9% | -27.7% | +42.6% | +16.4% |
| All | +14.9% | -27.2% | +42.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling