+201.4%
B vs BMRN
-29.6%
+231.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +6.3% | -6.5% | +12.8% | +7.1% |
| 3M | +12.1% | +18.3% | -6.1% | +9.8% |
| 6M | -3.1% | +8.9% | -12.0% | -4.4% |
| YTD | +2.0% | +10.5% | -8.6% | +0.4% |
| 1Y | +51.7% | +17.5% | +34.2% | +47.9% |
| 3Y | +190.5% | -27.7% | +218.2% | +196.6% |
| 5Y | +158.0% | -15.8% | +173.8% | +156.8% |
| All | +201.4% | -29.6% | +231.0% | +190.6% |
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