+84.1%
F vs BMRN
-33.1%
+117.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -4.9% | -3.8% | -1.1% | -3.9% |
| 30D | -2.9% | -6.5% | +3.6% | -1.2% |
| 3M | -9.1% | +11.2% | -20.3% | -11.6% |
| 6M | +12.9% | +5.8% | +7.1% | +10.9% |
| YTD | +6.1% | +8.4% | -2.3% | +3.4% |
| 1Y | +22.5% | +15.7% | +6.9% | +16.9% |
| 3Y | +32.1% | -28.6% | +60.6% | +38.7% |
| 5Y | +43.7% | -19.6% | +63.3% | +44.3% |
| 10Y | +84.1% | -31.5% | +115.6% | +76.1% |
| All | +84.1% | -33.1% | +117.2% | +76.1% |
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