+2,244.9%
ICE vs BMRN
+583.8%
+1,661.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.9% | -3.8% | +3.0% | +0.2% |
| 30D | +4.0% | -6.5% | +10.4% | +5.8% |
| 3M | +11.0% | +11.2% | -0.3% | +7.3% |
| 6M | -5.0% | +5.8% | -10.8% | -7.3% |
| YTD | -2.7% | +8.4% | -11.1% | -6.0% |
| 1Y | -8.6% | +15.7% | -24.3% | -14.1% |
| 3Y | +41.4% | -28.6% | +69.9% | +48.3% |
| 5Y | +39.9% | -19.6% | +59.5% | +37.8% |
| 10Y | +214.9% | -31.5% | +246.4% | +193.0% |
| All | +2,244.9% | +583.8% | +1,661.2% | +545.4% |
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