+66.9%
DD vs BMRN
-29.6%
+96.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -11.7% | -6.5% | -5.2% | -10.1% |
| 3M | -9.2% | +18.3% | -27.5% | -13.5% |
| 6M | -7.2% | +8.9% | -16.1% | -10.0% |
| YTD | +6.6% | +10.5% | -3.9% | +2.8% |
| 1Y | +32.0% | +17.5% | +14.5% | +24.4% |
| 3Y | +42.1% | -27.7% | +69.8% | +49.3% |
| 5Y | +58.1% | -15.8% | +73.8% | +56.1% |
| All | +66.9% | -29.6% | +96.5% | +57.6% |
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