-17.5%
Z vs BMRN
-29.9%
+12.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.0% |
| 7D | -13.1% | +2.1% | -15.2% | -13.6% |
| 30D | +5.9% | +5.3% | +0.5% | +4.4% |
| 3M | -13.7% | -16.1% | +2.5% | -9.3% |
| 6M | -27.1% | +10.9% | -38.1% | -29.6% |
| YTD | -56.8% | -1.9% | -55.0% | -56.8% |
| 1Y | -60.2% | +6.2% | -66.4% | -61.4% |
| All | -17.5% | -29.9% | +12.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling