+376.5%
BLDR vs BMRN
-29.6%
+406.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -8.2% | -1.3% | -7.0% | -7.8% |
| 30D | -16.6% | -6.5% | -10.1% | -14.7% |
| 3M | -23.2% | +18.3% | -41.4% | -27.8% |
| 6M | -33.7% | +8.9% | -42.6% | -36.2% |
| YTD | -41.3% | +10.5% | -51.8% | -44.0% |
| 1Y | -58.8% | +17.5% | -76.3% | -61.8% |
| 3Y | -57.5% | -27.7% | -29.7% | -54.5% |
| 5Y | +12.9% | -15.8% | +28.7% | +11.0% |
| All | +376.5% | -29.6% | +406.1% | +337.7% |
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