+76.2%
INVH vs BMRN
-25.2%
+101.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -7.5% | -6.5% | -1.0% | -6.3% |
| 3M | -5.5% | +18.3% | -23.8% | -8.9% |
| 6M | +11.7% | +8.9% | +2.8% | +9.2% |
| YTD | +1.3% | +10.5% | -9.2% | -1.5% |
| 1Y | -6.1% | +17.5% | -23.6% | -10.4% |
| 3Y | -9.8% | -27.7% | +17.9% | -6.1% |
| 5Y | -19.7% | -15.8% | -3.9% | -20.5% |
| All | +76.2% | -25.2% | +101.4% | +67.0% |
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 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