-27.9%
BMRN vs IAG
+796.9%
-824.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | -1.4% | -4.1% | +2.7% | -1.1% |
| 30D | -5.8% | +10.6% | -16.4% | -6.6% |
| 3M | +16.6% | +35.4% | -18.7% | +13.8% |
| 6M | +7.6% | -9.5% | +17.1% | +7.6% |
| YTD | +10.2% | +21.8% | -11.6% | +8.0% |
| 1Y | +20.2% | +84.1% | -63.9% | +15.3% |
| All | -27.9% | +796.9% | -824.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling