+22.8%
IGV vs BMRN
-16.2%
+39.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -5.4% | -1.4% | -4.0% | -5.0% |
| 30D | -2.6% | -5.8% | +3.2% | -1.1% |
| 3M | +10.5% | +16.6% | -6.1% | +5.5% |
| 6M | +18.2% | +7.6% | +10.6% | +15.0% |
| YTD | -4.2% | +10.2% | -14.5% | -7.7% |
| 1Y | -9.8% | +20.2% | -30.0% | -15.9% |
| 3Y | +39.1% | -27.4% | +66.5% | +47.8% |
| All | +22.8% | -16.2% | +39.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling