-27.7%
BMRN vs IFF
+29.0%
-56.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.5% |
| 30D | -6.5% | -0.3% | -6.2% | -6.5% |
| 3M | +18.3% | +8.4% | +9.8% | +15.4% |
| 6M | +8.9% | +23.0% | -14.1% | +2.0% |
| YTD | +10.5% | +25.5% | -14.9% | +2.3% |
| 1Y | +17.5% | +29.1% | -11.6% | +7.6% |
| 3Y | -27.7% | +31.7% | -59.4% | -31.3% |
| All | -27.7% | +29.0% | -56.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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