+341.2%
ACWI vs BMRN
+62.0%
+279.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +2.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -2.8% | +4.3% | -7.2% | -3.9% |
| 3M | -3.2% | -10.4% | +7.2% | -1.0% |
| 6M | +1.3% | +5.8% | -4.5% | -0.9% |
| YTD | +11.2% | -3.8% | +15.0% | +11.0% |
| 1Y | +13.8% | +11.1% | +2.7% | +9.2% |
| 3Y | +76.2% | -31.7% | +107.9% | +86.1% |
| 5Y | +59.5% | -30.9% | +90.4% | +64.5% |
| 10Y | +222.2% | -37.7% | +259.9% | +216.9% |
| All | +341.2% | +62.0% | +279.2% | +143.6% |
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 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