+17.2%
BMRN vs RVTY
+46.5%
-29.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.2% |
| 7D | -1.4% | -7.4% | +6.0% | +0.2% |
| 30D | -5.8% | +4.5% | -10.3% | -6.7% |
| 3M | +16.6% | +19.5% | -2.8% | +12.2% |
| 6M | +7.6% | +34.1% | -26.5% | +1.3% |
| YTD | +10.2% | +25.3% | -15.0% | +3.1% |
| All | +17.2% | +46.5% | -29.4% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling