+139.4%
IEMG vs BMRN
+69.2%
+70.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | +2.1% | -5.8% | +7.9% | +3.1% |
| 3M | +4.6% | +16.6% | -12.0% | +1.5% |
| 6M | +14.0% | +7.6% | +6.5% | +11.9% |
| YTD | +22.3% | +10.2% | +12.1% | +19.4% |
| 1Y | +30.7% | +20.2% | +10.5% | +25.0% |
| 3Y | +83.2% | -27.4% | +110.6% | +88.9% |
| 5Y | +47.0% | -16.0% | +63.0% | +45.4% |
| 10Y | +139.9% | -30.3% | +170.2% | +134.0% |
| All | +139.4% | +69.2% | +70.1% | +115.8% |
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 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