-60.2%
Z vs BMRN
+10.1%
-70.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | -13.1% | +2.1% | -15.2% | -13.5% |
| 30D | +5.9% | +5.3% | +0.5% | +4.6% |
| 3M | -13.7% | -16.1% | +2.5% | -11.1% |
| 6M | -27.1% | +10.9% | -38.1% | -28.5% |
| YTD | -56.8% | -1.9% | -55.0% | -56.5% |
| 1Y | -60.2% | +6.2% | -66.4% | -59.4% |
| All | -60.2% | +10.1% | -70.3% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling