-28.3%
BIIB vs BMRN
-29.6%
+1.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +4.0% | -6.5% | +10.5% | +6.7% |
| 3M | +8.6% | +18.3% | -9.7% | +1.7% |
| 6M | +14.0% | +8.9% | +5.1% | +9.7% |
| YTD | +23.4% | +10.5% | +12.9% | +17.9% |
| 1Y | +45.9% | +17.5% | +28.4% | +35.1% |
| 3Y | -16.1% | -27.7% | +11.6% | -9.4% |
| 5Y | -27.6% | -15.8% | -11.8% | -28.1% |
| All | -28.3% | -29.6% | +1.4% | -32.6% |
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