-49.1%
COMP vs BMRN
-23.6%
-25.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +1.7% |
| 7D | +2.2% | +2.1% | +0.1% | +1.3% |
| 30D | +16.3% | +5.3% | +11.0% | +13.6% |
| 3M | -19.1% | -16.1% | -3.0% | -12.2% |
| 6M | +17.1% | +10.9% | +6.2% | +9.6% |
| YTD | -2.9% | -1.9% | -1.1% | -3.8% |
| 1Y | +8.8% | +6.2% | +2.6% | +2.4% |
| 3Y | +423.5% | -30.5% | +454.0% | +493.3% |
| 5Y | -10.5% | -28.4% | +17.9% | +2.7% |
| All | -49.1% | -23.6% | -25.5% | -41.7% |
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