+19.7%
BROS vs BMRN
-14.6%
+34.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -5.8% | -1.3% | -4.5% | -5.4% |
| 30D | -14.0% | -6.5% | -7.5% | -12.3% |
| 3M | -32.5% | +18.3% | -50.7% | -36.3% |
| 6M | -14.9% | +8.9% | -23.8% | -18.0% |
| YTD | -28.3% | +10.5% | -38.8% | -31.4% |
| 1Y | -34.0% | +17.5% | -51.5% | -38.7% |
| 3Y | +63.0% | -27.7% | +90.7% | +74.8% |
| All | +19.7% | -14.6% | +34.3% | +17.2% |
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