+19.6%
BTDR vs BMRN
-16.1%
+35.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +32.6% | -6.5% | +39.1% | +34.5% |
| 3M | -32.2% | +18.3% | -50.5% | -35.7% |
| 6M | +52.4% | +8.9% | +43.5% | +47.1% |
| YTD | +6.7% | +10.5% | -3.8% | +2.0% |
| 1Y | -15.2% | +17.5% | -32.7% | -20.7% |
| 3Y | +14.9% | -27.7% | +42.6% | +15.0% |
| 5Y | +20.8% | -15.8% | +36.6% | +20.2% |
| All | +19.6% | -16.1% | +35.7% | +18.3% |
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