-12.1%
DOW vs BMRN
-28.2%
+16.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -3.9% | -6.5% | +2.6% | -2.3% |
| 3M | -12.7% | +18.3% | -30.9% | -16.8% |
| 6M | -13.7% | +8.9% | -22.6% | -16.6% |
| YTD | +28.4% | +10.5% | +17.9% | +23.4% |
| 1Y | +21.8% | +17.5% | +4.3% | +14.3% |
| 3Y | -35.7% | -27.7% | -8.0% | -32.5% |
| 5Y | -36.8% | -15.8% | -21.1% | -38.5% |
| All | -12.1% | -28.2% | +16.1% | -23.6% |
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