+1,428.5%
IBKR vs BMRN
+288.6%
+1,139.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.3% | -1.3% | -0.1% | -1.0% |
| 30D | -0.2% | -6.5% | +6.3% | +1.5% |
| 3M | +3.0% | +18.3% | -15.3% | -2.0% |
| 6M | +33.9% | +8.9% | +25.0% | +29.9% |
| YTD | +42.5% | +10.5% | +32.0% | +37.4% |
| 1Y | +44.9% | +17.5% | +27.4% | +36.6% |
| 3Y | +293.0% | -27.7% | +320.7% | +311.2% |
| 5Y | +497.7% | -15.8% | +513.4% | +487.3% |
| 10Y | +1,004.4% | -30.1% | +1,034.5% | +955.8% |
| All | +1,428.5% | +288.6% | +1,139.9% | +621.1% |
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 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