+541.7%
IBB vs BMRN
+557.1%
-15.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.4% | +2.9% | -1.5% | +0.5% |
| 30D | +10.5% | +11.0% | -0.6% | +6.8% |
| 3M | +23.6% | +17.8% | +5.8% | +17.3% |
| 6M | +22.6% | +10.1% | +12.5% | +18.5% |
| YTD | +25.7% | +11.9% | +13.7% | +20.6% |
| 1Y | +51.4% | +17.2% | +34.1% | +42.3% |
| 3Y | +64.4% | -28.5% | +92.9% | +76.3% |
| 5Y | +22.1% | -21.7% | +43.8% | +25.6% |
| 10Y | +132.5% | -30.5% | +163.0% | +134.2% |
| All | +541.7% | +557.1% | -15.4% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling