+945.1%
IGV vs BMRN
+391.7%
+553.4%
-62.2%
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 | -1.5% | -3.8% | +2.3% | -0.7% |
| 30D | -3.0% | -6.5% | +3.5% | -1.7% |
| 3M | +9.6% | +11.2% | -1.7% | +6.9% |
| 6M | +16.1% | +5.8% | +10.3% | +14.1% |
| YTD | -3.6% | +8.4% | -12.0% | -6.0% |
| 1Y | -7.8% | +15.7% | -23.5% | -11.8% |
| 3Y | +40.0% | -28.6% | +68.6% | +46.1% |
| 5Y | +21.2% | -19.6% | +40.8% | +22.3% |
| 10Y | +364.4% | -31.5% | +395.9% | +361.7% |
| All | +945.1% | +391.7% | +553.4% | +491.7% |
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