+13.1%
ACWI vs BMRN
+4.1%
+9.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +2.4% | +2.1% | +0.3% | +2.3% |
| 30D | -1.7% | +3.8% | -5.5% | -1.9% |
| 3M | -3.9% | -16.5% | +12.6% | -3.1% |
| 6M | +0.8% | +6.9% | -6.1% | +0.1% |
| YTD | +11.0% | -3.7% | +14.7% | +11.1% |
| 1Y | +13.1% | +5.6% | +7.5% | +12.7% |
| All | +13.1% | +4.1% | +9.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling