-31.8%
BMRN vs BG
+166.7%
-198.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.3% | +3.1% | -4.4% | -1.9% |
| 30D | -6.5% | +10.2% | -16.7% | -8.3% |
| 3M | +18.3% | -1.7% | +19.9% | +18.3% |
| 6M | +8.9% | +1.0% | +7.9% | +8.0% |
| YTD | +10.5% | +39.9% | -29.4% | +2.5% |
| 1Y | +17.5% | +53.2% | -35.7% | +6.7% |
| 3Y | -27.7% | +16.3% | -44.0% | -31.5% |
| 5Y | -15.8% | +83.9% | -99.6% | -29.5% |
| All | -31.8% | +166.7% | -198.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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