+391.9%
BAC vs BMRN
-29.8%
+421.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | -1.8% | -5.8% | +4.1% | -0.3% |
| 3M | +15.3% | +16.6% | -1.3% | +10.5% |
| 6M | +30.2% | +7.6% | +22.6% | +26.9% |
| YTD | +15.6% | +10.2% | +5.3% | +11.6% |
| 1Y | +27.5% | +20.2% | +7.3% | +19.5% |
| 3Y | +137.0% | -27.4% | +164.4% | +148.5% |
| 5Y | +75.6% | -16.0% | +91.6% | +71.3% |
| All | +391.9% | -29.8% | +421.7% | +344.8% |
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