+186.9%
BNS vs BMRN
-29.6%
+216.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | +3.5% | -6.5% | +9.9% | +4.7% |
| 3M | +14.1% | +18.3% | -4.2% | +10.4% |
| 6M | +33.8% | +8.9% | +24.9% | +31.1% |
| YTD | +29.5% | +10.5% | +18.9% | +26.3% |
| 1Y | +48.4% | +17.5% | +30.9% | +42.5% |
| 3Y | +129.6% | -27.7% | +157.3% | +137.9% |
| 5Y | +96.1% | -15.8% | +111.9% | +92.7% |
| All | +186.9% | -29.6% | +216.5% | +177.2% |
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