+81.0%
BSX vs BMRN
-29.6%
+110.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -10.1% | -1.3% | -8.8% | -9.8% |
| 30D | -16.4% | -6.5% | -9.9% | -15.1% |
| 3M | -8.9% | +18.3% | -27.1% | -12.4% |
| 6M | -38.3% | +8.9% | -47.2% | -39.7% |
| YTD | -54.9% | +10.5% | -65.4% | -56.2% |
| 1Y | -58.8% | +17.5% | -76.3% | -60.8% |
| 3Y | -21.2% | -27.7% | +6.5% | -17.6% |
| 5Y | -3.3% | -15.8% | +12.4% | -5.4% |
| All | +81.0% | -29.6% | +110.6% | +69.7% |
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