+20.0%
YUM vs BMRN
-16.0%
+36.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -5.8% | -6.5% | +0.7% | -5.1% |
| 3M | -7.6% | +18.3% | -25.9% | -9.8% |
| 6M | -9.1% | +8.9% | -18.0% | -10.5% |
| YTD | -5.5% | +10.5% | -16.0% | -7.2% |
| 1Y | -3.7% | +17.5% | -21.2% | -6.5% |
| 3Y | +17.8% | -27.7% | +45.5% | +21.3% |
| All | +20.0% | -16.0% | +36.1% | +18.2% |
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