+134.2%
BP vs BMRN
-29.6%
+163.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +5.2% | -1.3% | +6.5% | +5.5% |
| 30D | +8.7% | -6.5% | +15.2% | +10.0% |
| 3M | +9.3% | +18.3% | -8.9% | +5.6% |
| 6M | +13.6% | +8.9% | +4.7% | +11.0% |
| YTD | +37.7% | +10.5% | +27.2% | +33.8% |
| 1Y | +40.6% | +17.5% | +23.2% | +34.3% |
| 3Y | +40.3% | -27.7% | +68.1% | +45.3% |
| 5Y | +141.4% | -15.8% | +157.2% | +134.7% |
| All | +134.2% | -29.6% | +163.8% | +125.4% |
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