+247.4%
A vs BMRN
-29.6%
+277.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | -0.9% | -6.5% | +5.6% | +1.1% |
| 3M | +13.6% | +18.3% | -4.6% | +7.9% |
| 6M | +27.8% | +8.9% | +19.0% | +23.9% |
| YTD | +8.6% | +10.5% | -1.9% | +4.6% |
| 1Y | +16.9% | +17.5% | -0.6% | +9.8% |
| 3Y | +32.9% | -27.7% | +60.6% | +41.0% |
| 5Y | -14.1% | -15.8% | +1.7% | -14.1% |
| All | +247.4% | -29.6% | +277.0% | +233.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling