+285.2%
BRO vs BMRN
-29.6%
+314.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -6.9% | -6.5% | -0.4% | -5.7% |
| 3M | +10.7% | +18.3% | -7.6% | +7.1% |
| 6M | -2.7% | +8.9% | -11.6% | -4.7% |
| YTD | -16.3% | +10.5% | -26.8% | -18.4% |
| 1Y | -29.1% | +17.5% | -46.6% | -32.0% |
| 3Y | -7.8% | -27.7% | +19.9% | -4.3% |
| 5Y | +18.7% | -15.8% | +34.5% | +17.1% |
| All | +285.2% | -29.6% | +314.8% | +258.4% |
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