-31.8%
BMRN vs RJF
+429.3%
-461.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | -6.5% | -4.3% | -2.2% | -5.2% |
| 3M | +18.3% | +15.7% | +2.5% | +12.2% |
| 6M | +8.9% | +17.8% | -8.9% | +2.5% |
| YTD | +10.5% | +9.2% | +1.3% | +6.2% |
| 1Y | +17.5% | +2.8% | +14.7% | +15.2% |
| 3Y | -27.7% | +69.5% | -97.2% | -42.1% |
| 5Y | -15.8% | +105.9% | -121.7% | -39.4% |
| All | -31.8% | +429.3% | -461.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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