-14.2%
XYL vs BMRN
-16.0%
+1.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -1.5% | +18.3% | -19.8% | -5.0% |
| 6M | -11.9% | +8.9% | -20.8% | -13.7% |
| YTD | -20.6% | +10.5% | -31.1% | -22.6% |
| 1Y | -23.5% | +17.5% | -41.0% | -26.8% |
| 3Y | +14.9% | -27.7% | +42.6% | +20.6% |
| All | -14.2% | -16.0% | +1.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling