+231.8%
ACWI vs BMRN
-33.1%
+264.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | 0.0% | -3.8% | +3.8% | +0.8% |
| 30D | -0.6% | -6.5% | +5.9% | +0.8% |
| 3M | +4.3% | +11.2% | -7.0% | +1.6% |
| 6M | +12.7% | +5.8% | +6.9% | +10.6% |
| YTD | +13.9% | +8.4% | +5.5% | +11.1% |
| 1Y | +20.5% | +15.7% | +4.9% | +15.2% |
| 3Y | +76.5% | -28.6% | +105.1% | +84.2% |
| 5Y | +67.5% | -19.6% | +87.1% | +66.8% |
| 10Y | +231.8% | -31.5% | +263.4% | +219.6% |
| All | +231.8% | -33.1% | +264.9% | +219.6% |
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