+448.5%
XYL vs BMRN
+96.3%
+352.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.8% | +3.5% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -9.2% | +1.3% | -10.5% | -9.6% |
| 3M | -0.3% | +14.3% | -14.6% | -3.0% |
| 6M | -11.0% | +5.7% | -16.7% | -12.3% |
| YTD | -19.2% | +8.7% | -28.0% | -21.0% |
| 1Y | -21.2% | +14.6% | -35.8% | -24.2% |
| 3Y | +18.6% | -28.3% | +46.9% | +23.1% |
| 5Y | -14.3% | -15.7% | +1.4% | -15.0% |
| 10Y | +141.0% | -33.7% | +174.7% | +136.3% |
| All | +448.5% | +96.3% | +352.2% | +343.3% |
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