+255.1%
BURL vs BMRN
-35.8%
+290.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.2% | +3.7% |
| 7D | +7.7% | -0.5% | +8.2% | +7.9% |
| 30D | -7.1% | +4.3% | -11.5% | -8.1% |
| 3M | -30.3% | -10.4% | -19.9% | -28.5% |
| 6M | -15.5% | +5.8% | -21.3% | -17.2% |
| YTD | -11.0% | -3.8% | -7.2% | -10.9% |
| 1Y | -8.4% | +11.1% | -19.5% | -12.1% |
| 3Y | +96.7% | -31.7% | +128.4% | +109.3% |
| 5Y | -14.1% | -30.9% | +16.8% | -10.5% |
| 10Y | +255.1% | -37.7% | +292.8% | +244.6% |
| All | +255.1% | -35.8% | +290.8% | +244.6% |
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