+1,504.8%
ASML vs BMRN
-35.8%
+1,540.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.2% | +5.6% |
| 7D | -0.8% | -0.5% | -0.4% | -0.7% |
| 30D | -14.9% | +4.3% | -19.2% | -16.2% |
| 3M | -13.0% | -10.4% | -2.6% | -10.5% |
| 6M | -4.7% | +5.8% | -10.5% | -8.0% |
| YTD | +42.3% | -3.8% | +46.1% | +41.4% |
| 1Y | +49.7% | +11.1% | +38.6% | +40.4% |
| 3Y | +144.3% | -31.7% | +176.0% | +163.7% |
| 5Y | +86.4% | -30.9% | +117.3% | +96.1% |
| 10Y | +1,504.8% | -37.7% | +1,542.6% | +1,454.3% |
| All | +1,504.8% | -35.8% | +1,540.6% | +1,454.3% |
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