-31.8%
BMRN vs RVTY
+145.6%
-177.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.8% |
| 7D | -1.3% | -4.5% | +3.3% | +0.4% |
| 30D | -6.5% | +5.5% | -11.9% | -8.4% |
| 3M | +18.3% | +22.5% | -4.3% | +9.0% |
| 6M | +8.9% | +38.9% | -30.0% | -5.0% |
| YTD | +10.5% | +28.7% | -18.2% | -1.7% |
| 1Y | +17.5% | +45.5% | -28.0% | -0.9% |
| 3Y | -27.7% | +16.4% | -44.1% | -35.9% |
| 5Y | -15.8% | -32.7% | +17.0% | -7.5% |
| All | -31.8% | +145.6% | -177.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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