+1,436.5%
IBN vs BMRN
+139.7%
+1,296.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -5.1% | -3.8% | -1.3% | -4.3% |
| 30D | -3.5% | -6.5% | +3.0% | -2.1% |
| 3M | +11.3% | +11.2% | +0.1% | +8.4% |
| 6M | +4.4% | +5.8% | -1.4% | +2.6% |
| YTD | -1.8% | +8.4% | -10.2% | -4.2% |
| 1Y | -8.0% | +15.7% | -23.6% | -12.1% |
| 3Y | +27.1% | -28.6% | +55.7% | +32.0% |
| 5Y | +54.5% | -19.6% | +74.1% | +53.2% |
| 10Y | +314.2% | -31.5% | +345.7% | +300.2% |
| All | +1,436.5% | +139.7% | +1,296.8% | +811.4% |
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 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