+1,007.5%
ASX vs BMRN
-37.5%
+1,045.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +6.0% |
| 7D | +0.8% | +2.1% | -1.3% | +0.4% |
| 30D | -20.4% | +5.3% | -25.7% | -21.7% |
| 3M | -2.1% | -16.1% | +14.0% | +2.3% |
| 6M | +8.2% | +10.9% | -2.7% | +3.3% |
| YTD | +137.3% | -1.9% | +139.1% | +134.1% |
| 1Y | +155.0% | +6.2% | +148.8% | +144.2% |
| 3Y | +397.9% | -30.5% | +428.5% | +429.9% |
| 5Y | +529.2% | -28.4% | +557.6% | +548.4% |
| 10Y | +1,007.5% | -36.2% | +1,043.7% | +959.1% |
| All | +1,007.5% | -37.5% | +1,045.0% | +959.1% |
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