+22.6%
IEFA vs BMRN
+12.9%
+9.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +1.0% | +11.0% | -10.0% | +0.1% |
| 3M | +4.7% | +17.8% | -13.1% | +3.2% |
| 6M | +8.6% | +10.1% | -1.5% | +7.5% |
| YTD | +14.8% | +11.9% | +2.9% | +13.6% |
| 1Y | +22.6% | +17.2% | +5.4% | +21.2% |
| All | +22.6% | +12.9% | +9.7% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling