+117.3%
IBB vs BMRN
-29.8%
+147.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | +1.5% | -5.8% | +7.3% | +3.9% |
| 3M | +22.1% | +16.6% | +5.5% | +14.7% |
| 6M | +17.7% | +7.6% | +10.1% | +13.6% |
| YTD | +20.2% | +10.2% | +9.9% | +14.6% |
| 1Y | +44.4% | +20.2% | +24.2% | +31.9% |
| 3Y | +61.1% | -27.4% | +88.5% | +74.7% |
| 5Y | +18.5% | -16.0% | +34.5% | +18.4% |
| All | +117.3% | -29.8% | +147.1% | +108.6% |
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