-34.0%
Z vs BMRN
-28.1%
-5.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -3.0% | +2.9% | -5.9% | -3.8% |
| 30D | -4.2% | +11.0% | -15.2% | -7.3% |
| 3M | -3.7% | +17.8% | -21.5% | -8.4% |
| 6M | -24.5% | +10.1% | -34.6% | -26.9% |
| YTD | -49.3% | +11.9% | -61.2% | -51.3% |
| 1Y | -58.7% | +17.2% | -75.9% | -61.1% |
| All | -34.0% | -28.1% | -5.9% | -27.1% |
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