+60.7%
BMY vs BMRN
-29.6%
+90.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -0.1% | -6.5% | +6.4% | +1.3% |
| 3M | +13.1% | +18.3% | -5.1% | +9.0% |
| 6M | +8.4% | +8.9% | -0.5% | +6.1% |
| YTD | +22.0% | +10.5% | +11.5% | +18.8% |
| 1Y | +40.3% | +17.5% | +22.8% | +34.4% |
| 3Y | +20.5% | -27.7% | +48.2% | +25.4% |
| 5Y | +23.7% | -15.8% | +39.5% | +21.8% |
| All | +60.7% | -29.6% | +90.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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