+83.3%
IEMG vs BMRN
-27.2%
+110.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +1.9% | -6.5% | +8.4% | +2.6% |
| 3M | +1.4% | +18.3% | -16.8% | -0.6% |
| 6M | +15.2% | +8.9% | +6.3% | +13.8% |
| YTD | +23.8% | +10.5% | +13.3% | +22.1% |
| 1Y | +30.7% | +17.5% | +13.2% | +27.6% |
| 3Y | +83.3% | -27.7% | +111.0% | +86.8% |
| All | +83.3% | -27.2% | +110.5% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling