+54.3%
AR vs BMRN
-37.6%
+92.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | +7.4% | +2.1% | +5.2% | +6.8% |
| 30D | +5.8% | +3.8% | +2.0% | +4.7% |
| 3M | +5.2% | -16.5% | +21.7% | +9.3% |
| 6M | +5.4% | +6.9% | -1.4% | +3.0% |
| YTD | +12.4% | -3.7% | +16.1% | +12.1% |
| 1Y | +12.8% | +5.6% | +7.3% | +9.5% |
| 3Y | +47.2% | -31.4% | +78.6% | +55.1% |
| 5Y | +101.1% | -30.0% | +131.1% | +105.2% |
| All | +54.3% | -37.6% | +92.0% | +46.0% |
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