+4.1%
BOXX vs BMRN
+8.7%
-4.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.4% | -0.7% | +1.1% | +0.4% |
| 3M | +1.0% | -5.9% | +6.9% | +1.0% |
| 6M | +2.0% | +3.0% | -1.0% | +2.0% |
| YTD | +3.3% | -3.9% | +7.2% | +3.3% |
| 1Y | +4.1% | +8.8% | -4.7% | +4.0% |
| All | +4.1% | +8.7% | -4.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling