+2,770.9%
AVGO vs BMRN
-29.6%
+2,800.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -13.0% | -6.5% | -6.5% | -11.5% |
| 3M | -6.0% | +18.3% | -24.2% | -10.8% |
| 6M | +6.4% | +8.9% | -2.5% | +2.7% |
| YTD | +5.0% | +10.5% | -5.5% | +0.6% |
| 1Y | +1.4% | +17.5% | -16.1% | -5.1% |
| 3Y | +336.8% | -27.7% | +364.5% | +359.1% |
| 5Y | +698.2% | -15.8% | +714.0% | +678.1% |
| All | +2,770.9% | -29.6% | +2,800.6% | +2,565.4% |
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