+74.6%
BA vs BMRN
-33.1%
+107.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | -3.8% | +2.6% | -0.1% |
| 30D | -11.3% | -6.5% | -4.8% | -9.6% |
| 3M | -3.8% | +11.2% | -15.0% | -7.0% |
| 6M | -8.3% | +5.8% | -14.1% | -10.4% |
| YTD | -4.9% | +8.4% | -13.3% | -8.1% |
| 1Y | -10.1% | +15.7% | -25.7% | -15.4% |
| 3Y | -2.3% | -28.6% | +26.3% | +3.3% |
| 5Y | -3.5% | -19.6% | +16.1% | -4.1% |
| 10Y | +74.6% | -31.5% | +106.1% | +66.2% |
| All | +74.6% | -33.1% | +107.6% | +66.2% |
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