+356.8%
ACWI vs BMRN
+88.5%
+268.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.2% |
| 30D | +0.9% | +11.0% | -10.2% | -1.8% |
| 3M | +2.4% | +17.8% | -15.4% | -1.8% |
| 6M | +12.4% | +10.1% | +2.3% | +9.1% |
| YTD | +15.2% | +11.9% | +3.2% | +11.1% |
| 1Y | +22.7% | +17.2% | +5.5% | +16.4% |
| 3Y | +75.8% | -28.5% | +104.3% | +83.5% |
| 5Y | +67.7% | -21.7% | +89.4% | +67.8% |
| 10Y | +229.0% | -30.5% | +259.5% | +215.2% |
| All | +356.8% | +88.5% | +268.3% | +143.8% |
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