+14.8%
BND vs BMRN
-29.6%
+44.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -1.1% | -6.5% | +5.4% | -1.0% |
| 3M | -1.9% | +18.3% | -20.1% | -2.1% |
| 6M | -1.6% | +8.9% | -10.5% | -1.8% |
| YTD | -1.2% | +10.5% | -11.8% | -1.4% |
| 1Y | -0.7% | +17.5% | -18.2% | -1.0% |
| 3Y | +12.5% | -27.7% | +40.2% | +12.8% |
| 5Y | -2.5% | -15.8% | +13.2% | -2.5% |
| All | +14.8% | -29.6% | +44.5% | +15.4% |
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