+253.1%
IONQ vs BMRN
-27.7%
+280.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.6% |
| 7D | +1.3% | -3.8% | +5.2% | +3.2% |
| 30D | -10.3% | -6.5% | -3.8% | -7.5% |
| 3M | -32.7% | +11.2% | -43.9% | -36.8% |
| 6M | +6.3% | +5.8% | +0.5% | +1.8% |
| YTD | -15.0% | +8.4% | -23.4% | -20.0% |
| 1Y | -13.3% | +15.7% | -29.0% | -22.3% |
| 3Y | +97.2% | -28.6% | +125.8% | +123.9% |
| 5Y | +278.7% | -19.6% | +298.3% | +295.5% |
| All | +253.1% | -27.7% | +280.9% | +264.9% |
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