-68.4%
XYZ vs BMRN
-18.1%
-50.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -3.7% | -3.8% | +0.1% | -1.7% |
| 30D | +0.5% | -6.5% | +7.0% | +4.0% |
| 3M | +16.3% | +11.2% | +5.0% | +9.2% |
| 6M | +21.1% | +5.8% | +15.3% | +16.0% |
| YTD | +22.0% | +8.4% | +13.6% | +15.0% |
| 1Y | +5.2% | +15.7% | -10.5% | -5.7% |
| 3Y | +49.6% | -28.6% | +78.2% | +70.7% |
| 5Y | -68.4% | -19.6% | -48.8% | -67.4% |
| All | -68.4% | -18.1% | -50.4% | -67.4% |
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 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