+1,003.0%
BE vs BMRN
-35.2%
+1,038.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.6% |
| 7D | +9.0% | -1.3% | +10.3% | +9.5% |
| 30D | +16.3% | -6.5% | +22.8% | +19.7% |
| 3M | +10.8% | +18.3% | -7.5% | -0.4% |
| 6M | +73.2% | +8.9% | +64.3% | +61.7% |
| YTD | +217.4% | +10.5% | +206.8% | +191.1% |
| 1Y | +309.8% | +17.5% | +292.3% | +260.3% |
| 3Y | +1,726.2% | -27.7% | +1,753.9% | +1,904.4% |
| 5Y | +1,306.2% | -15.8% | +1,321.9% | +1,313.6% |
| All | +1,003.0% | -35.2% | +1,038.2% | +896.4% |
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