+64.8%
IBB vs BMRN
-28.8%
+93.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.2% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | +4.9% | +1.3% | +3.6% | +4.4% |
| 3M | +24.2% | +14.3% | +9.9% | +18.9% |
| 6M | +23.8% | +5.7% | +18.1% | +21.1% |
| YTD | +23.0% | +8.7% | +14.2% | +19.0% |
| 1Y | +46.2% | +14.6% | +31.5% | +38.4% |
| 3Y | +64.8% | -28.3% | +93.2% | +75.4% |
| All | +64.8% | -28.8% | +93.6% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling