+37.7%
BEN vs BMRN
-18.8%
+56.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.7% |
| 30D | +0.9% | -5.8% | +6.7% | +2.3% |
| 3M | +9.2% | +16.6% | -7.5% | +4.6% |
| 6M | +36.8% | +7.6% | +29.2% | +33.5% |
| YTD | +44.4% | +10.2% | +34.2% | +39.7% |
| 1Y | +45.8% | +20.2% | +25.6% | +36.8% |
| 3Y | +52.5% | -27.4% | +79.9% | +61.4% |
| 5Y | +37.7% | -16.0% | +53.7% | +32.4% |
| All | +37.7% | -18.8% | +56.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling