+371.6%
ALL vs BMRN
-37.6%
+409.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +5.0% | +2.1% | +2.9% | +4.6% |
| 30D | +13.3% | +3.8% | +9.5% | +12.6% |
| 3M | +3.2% | -16.5% | +19.7% | +6.2% |
| 6M | +25.3% | +6.9% | +18.5% | +23.3% |
| YTD | +30.5% | -3.7% | +34.2% | +30.4% |
| 1Y | +29.2% | +5.6% | +23.6% | +26.6% |
| 3Y | +119.1% | -31.4% | +150.5% | +128.1% |
| 5Y | +162.6% | -30.0% | +192.6% | +166.7% |
| All | +371.6% | -37.6% | +409.3% | +354.8% |
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 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