+4.5%
Z vs BMRN
-61.1%
+65.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.5% | +2.6% | -9.1% | -7.2% |
| 30D | -0.1% | +4.3% | -4.4% | -1.4% |
| 3M | -14.1% | -17.1% | +2.9% | -8.1% |
| 6M | -30.1% | +5.7% | -35.7% | -31.9% |
| YTD | -57.5% | -3.9% | -53.6% | -57.4% |
| 1Y | -60.3% | +8.5% | -68.8% | -62.2% |
| 3Y | -21.0% | -32.0% | +10.9% | -13.0% |
| 5Y | -54.9% | -29.9% | -25.0% | -50.8% |
| 10Y | -16.0% | -38.9% | +22.9% | -12.1% |
| All | +4.5% | -61.1% | +65.5% | +10.9% |
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