-29.1%
BMRN vs RVTY
+16.6%
-45.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -3.8% | -5.4% | +1.6% | -2.4% |
| 30D | -6.5% | +6.7% | -13.2% | -8.1% |
| 3M | +11.2% | +19.0% | -7.8% | +5.9% |
| 6M | +5.8% | +34.6% | -28.9% | -2.9% |
| YTD | +8.4% | +28.3% | -19.9% | 0.0% |
| 1Y | +15.7% | +46.0% | -30.4% | +2.4% |
| All | -29.1% | +16.6% | -45.7% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling