-99.8%
BIYA vs BMRN
-8.2%
-91.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.9% |
| 30D | -17.5% | -6.5% | -11.0% | -17.9% |
| 3M | -78.0% | +18.3% | -96.3% | -77.4% |
| 6M | -89.5% | +8.9% | -98.4% | -88.8% |
| YTD | -94.3% | +10.5% | -104.8% | -93.8% |
| 1Y | -98.6% | +17.5% | -116.1% | -98.5% |
| All | -99.8% | -8.2% | -91.6% | -99.6% |
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