+397.2%
BMRN vs RVTY
+853.5%
-456.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +1.3% | +10.8% | -9.5% | -2.6% |
| 3M | +14.3% | +26.8% | -12.5% | +4.0% |
| 6M | +5.7% | +39.3% | -33.6% | -7.9% |
| YTD | +8.7% | +31.6% | -22.9% | -4.0% |
| 1Y | +14.6% | +47.7% | -33.1% | -3.5% |
| 3Y | -28.3% | +19.9% | -48.3% | -37.1% |
| 5Y | -15.7% | -32.3% | +16.6% | -10.4% |
| 10Y | -33.7% | +138.4% | -172.1% | -57.9% |
| All | +397.2% | +853.5% | -456.4% | +96.6% |
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