+661.1%
BX vs BMRN
-29.6%
+690.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -12.2% | -6.5% | -5.7% | -10.4% |
| 3M | +7.4% | +18.3% | -10.9% | +1.6% |
| 6M | +22.2% | +8.9% | +13.3% | +18.2% |
| YTD | -14.0% | +10.5% | -24.5% | -17.5% |
| 1Y | -27.3% | +17.5% | -44.8% | -32.3% |
| 3Y | +24.5% | -27.7% | +52.3% | +32.7% |
| 5Y | +18.9% | -15.8% | +34.7% | +18.7% |
| All | +661.1% | -29.6% | +690.7% | +632.6% |
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