+109.8%
INDA vs BMRN
+71.3%
+38.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.6% | -3.8% | +1.2% | -2.0% |
| 30D | -2.9% | -6.5% | +3.6% | -1.9% |
| 3M | +2.4% | +11.2% | -8.8% | +0.4% |
| 6M | -2.6% | +5.8% | -8.4% | -3.9% |
| YTD | -10.0% | +8.4% | -18.3% | -11.6% |
| 1Y | -7.7% | +15.7% | -23.3% | -10.6% |
| 3Y | +8.9% | -28.6% | +37.5% | +12.3% |
| 5Y | +6.0% | -19.6% | +25.6% | +5.3% |
| 10Y | +84.4% | -31.5% | +115.9% | +79.5% |
| All | +109.8% | +71.3% | +38.5% | +78.8% |
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