+143.8%
IBM vs BMRN
-29.6%
+173.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.6% | -1.3% | +4.9% | +3.8% |
| 30D | +3.1% | -6.5% | +9.6% | +4.5% |
| 3M | -10.8% | +18.3% | -29.1% | -13.8% |
| 6M | -0.8% | +8.9% | -9.7% | -2.9% |
| YTD | -16.2% | +10.5% | -26.7% | -18.2% |
| 1Y | -2.9% | +17.5% | -20.4% | -6.7% |
| 3Y | +79.8% | -27.7% | +107.6% | +86.6% |
| 5Y | +124.9% | -15.8% | +140.7% | +120.6% |
| All | +143.8% | -29.6% | +173.4% | +129.7% |
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 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