+270.9%
ZBH vs BMRN
+451.9%
-181.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -4.9% | -3.8% | -1.1% | -4.3% |
| 30D | -3.2% | -6.5% | +3.2% | -2.2% |
| 3M | +5.8% | +11.2% | -5.4% | +3.9% |
| 6M | +2.0% | +5.8% | -3.8% | +0.7% |
| YTD | +5.8% | +8.4% | -2.6% | +4.0% |
| 1Y | -7.9% | +15.7% | -23.6% | -10.9% |
| 3Y | -19.4% | -28.6% | +9.2% | -16.8% |
| 5Y | -29.5% | -19.6% | -9.9% | -29.5% |
| 10Y | -15.5% | -31.5% | +16.0% | -16.9% |
| All | +270.9% | +451.9% | -181.1% | +141.2% |
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 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