+207.0%
C vs BMRN
-37.6%
+244.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | +4.2% | +2.1% | +2.0% | +3.6% |
| 30D | +2.0% | +3.8% | -1.8% | +0.9% |
| 3M | -10.1% | -16.5% | +6.4% | -6.0% |
| 6M | +1.0% | +6.9% | -5.9% | -1.7% |
| YTD | +8.5% | -3.7% | +12.2% | +8.2% |
| 1Y | +25.7% | +5.6% | +20.2% | +21.6% |
| 3Y | +216.0% | -31.4% | +247.4% | +236.7% |
| 5Y | +112.3% | -30.0% | +142.3% | +118.0% |
| All | +207.0% | -37.6% | +244.7% | +190.5% |
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