+157.2%
EXC vs BMRN
-29.8%
+187.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -2.4% | -5.8% | +3.4% | -1.6% |
| 3M | -4.0% | +16.6% | -20.6% | -6.2% |
| 6M | -9.8% | +7.6% | -17.4% | -11.0% |
| YTD | +2.3% | +10.2% | -7.9% | +0.4% |
| 1Y | +3.8% | +20.2% | -16.4% | +0.2% |
| 3Y | +19.7% | -27.4% | +47.1% | +23.1% |
| 5Y | +45.6% | -16.0% | +61.6% | +43.6% |
| All | +157.2% | -29.8% | +187.0% | +152.6% |
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