+533.2%
XYZ vs BMRN
-38.2%
+571.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | +2.9% | -3.8% | -2.2% |
| 30D | -1.7% | +11.0% | -12.8% | -6.8% |
| 3M | +16.7% | +17.8% | -1.1% | +7.6% |
| 6M | +26.9% | +10.1% | +16.8% | +19.8% |
| YTD | +27.1% | +11.9% | +15.2% | +18.9% |
| 1Y | +9.3% | +17.2% | -8.0% | -1.1% |
| 3Y | +42.3% | -28.5% | +70.8% | +56.8% |
| 5Y | -69.3% | -21.7% | -47.6% | -67.4% |
| 10Y | +586.8% | -30.5% | +617.3% | +609.6% |
| All | +533.2% | -38.2% | +571.4% | +523.9% |
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