+542.2%
BMRN vs IAG
+378.9%
+163.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.5% |
| 7D | -3.8% | +1.7% | -5.5% | -4.0% |
| 30D | -6.5% | +11.4% | -17.9% | -7.4% |
| 3M | +11.2% | +33.0% | -21.8% | +8.2% |
| 6M | +5.8% | -6.0% | +11.8% | +5.6% |
| YTD | +8.4% | +24.6% | -16.2% | +5.3% |
| 1Y | +15.7% | +105.0% | -89.3% | +7.5% |
| 3Y | -28.6% | +837.9% | -866.5% | -42.9% |
| 5Y | -19.6% | +817.0% | -836.6% | -37.6% |
| 10Y | -31.5% | +425.3% | -456.8% | -47.6% |
| All | +542.2% | +378.9% | +163.3% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling