+275.1%
BLK vs BMRN
-29.6%
+304.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -6.5% | -6.5% | 0.0% | -5.0% |
| 3M | +6.7% | +18.3% | -11.5% | +1.8% |
| 6M | +14.7% | +8.9% | +5.8% | +11.4% |
| YTD | +2.5% | +10.5% | -8.0% | -1.1% |
| 1Y | -2.8% | +17.5% | -20.2% | -8.4% |
| 3Y | +65.9% | -27.7% | +93.6% | +74.1% |
| 5Y | +33.0% | -15.8% | +48.7% | +30.2% |
| All | +275.1% | -29.6% | +304.7% | +245.4% |
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 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