+49.1%
D vs BMRN
-37.6%
+86.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.4% | +2.1% | -3.5% | -1.6% |
| 30D | +7.7% | +3.8% | +3.9% | +7.3% |
| 3M | -0.3% | -16.5% | +16.2% | +1.7% |
| 6M | +10.1% | +6.9% | +3.2% | +8.9% |
| YTD | +19.1% | -3.7% | +22.8% | +19.0% |
| 1Y | +15.9% | +5.6% | +10.4% | +14.3% |
| 3Y | +75.0% | -31.4% | +106.4% | +80.1% |
| 5Y | +13.4% | -30.0% | +43.4% | +15.0% |
| All | +49.1% | -37.6% | +86.8% | +46.2% |
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