+1,131.0%
IJR vs BMRN
+278.0%
+853.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +0.2% | +18.3% | -18.0% | -3.3% |
| 6M | +14.7% | +8.9% | +5.8% | +12.1% |
| YTD | +18.9% | +10.5% | +8.3% | +15.6% |
| 1Y | +19.9% | +17.5% | +2.5% | +14.8% |
| 3Y | +53.0% | -27.7% | +80.7% | +58.7% |
| 5Y | +40.9% | -15.8% | +56.6% | +40.1% |
| 10Y | +171.1% | -30.1% | +201.2% | +166.3% |
| All | +1,131.0% | +278.0% | +853.0% | +604.5% |
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