+19.8%
IBB vs BMRN
-18.1%
+37.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -3.9% | -3.8% | -0.1% | -2.4% |
| 30D | +2.7% | -6.5% | +9.2% | +5.4% |
| 3M | +21.4% | +11.2% | +10.1% | +16.4% |
| 6M | +20.1% | +5.8% | +14.3% | +16.9% |
| YTD | +21.9% | +8.4% | +13.5% | +17.3% |
| 1Y | +44.1% | +15.7% | +28.5% | +34.3% |
| 3Y | +63.4% | -28.6% | +91.9% | +78.3% |
| 5Y | +19.8% | -19.6% | +39.4% | +21.8% |
| All | +19.8% | -18.1% | +37.8% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling