+39.8%
IJR vs BMRN
-16.0%
+55.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -4.6% | -6.5% | +1.9% | -3.2% |
| 3M | +0.2% | +18.3% | -18.0% | -3.8% |
| 6M | +14.7% | +8.9% | +5.8% | +11.9% |
| YTD | +18.9% | +10.5% | +8.3% | +15.3% |
| 1Y | +19.9% | +17.5% | +2.5% | +14.0% |
| 3Y | +53.0% | -27.7% | +80.7% | +61.1% |
| All | +39.8% | -16.0% | +55.8% | +38.2% |
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 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