+340.2%
BMRN vs RVTY
+1,058.9%
-718.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +3.8% | +1.5% | +2.3% | +2.7% |
| 3M | -16.5% | +31.5% | -47.9% | -25.5% |
| 6M | +6.9% | +62.7% | -55.8% | -12.4% |
| YTD | -3.7% | +60.0% | -63.7% | -21.8% |
| 1Y | +5.6% | +65.7% | -60.2% | -15.6% |
| 3Y | -31.4% | +85.2% | -116.6% | -49.0% |
| 5Y | -30.0% | -14.9% | -15.1% | -32.3% |
| 10Y | -37.4% | +211.9% | -249.3% | -64.5% |
| All | +340.2% | +1,058.9% | -718.7% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling