-10.6%
BITO vs BMRN
-12.0%
+1.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -1.3% | -2.2% | -3.1% |
| 30D | +21.4% | -6.5% | +27.9% | +23.7% |
| 3M | +20.5% | +18.3% | +2.2% | +13.9% |
| 6M | +7.4% | +8.9% | -1.5% | +3.7% |
| YTD | -13.9% | +10.5% | -24.4% | -17.6% |
| 1Y | -35.1% | +17.5% | -52.5% | -39.6% |
| 3Y | +156.8% | -27.7% | +184.5% | +177.9% |
| All | -10.6% | -12.0% | +1.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling