+82.3%
INDA vs BMRN
-29.6%
+111.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -2.8% | -6.5% | +3.7% | -1.6% |
| 3M | +1.6% | +18.3% | -16.6% | -1.7% |
| 6M | -1.4% | +8.9% | -10.3% | -3.5% |
| YTD | -10.1% | +10.5% | -20.7% | -12.3% |
| 1Y | -8.8% | +17.5% | -26.2% | -12.4% |
| 3Y | +7.6% | -27.7% | +35.3% | +11.5% |
| 5Y | +5.8% | -15.8% | +21.6% | +3.5% |
| All | +82.3% | -29.6% | +111.9% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling