+606.1%
COST vs BMRN
-29.6%
+635.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -4.7% | -6.5% | +1.8% | -3.9% |
| 3M | -7.1% | +18.3% | -25.4% | -9.4% |
| 6M | -8.5% | +8.9% | -17.4% | -10.0% |
| YTD | +5.4% | +10.5% | -5.1% | +3.4% |
| 1Y | -5.6% | +17.5% | -23.1% | -8.6% |
| 3Y | +68.5% | -27.7% | +96.2% | +73.4% |
| 5Y | +105.2% | -15.8% | +121.0% | +103.2% |
| All | +606.1% | -29.6% | +635.7% | +580.0% |
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