+473.7%
IONS vs BMRN
+399.8%
+74.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -4.8% | +2.9% | -7.7% | -5.8% |
| 30D | +7.2% | +11.0% | -3.9% | +2.9% |
| 3M | -22.7% | +17.8% | -40.5% | -27.4% |
| 6M | -26.9% | +10.1% | -37.0% | -29.9% |
| YTD | -26.6% | +11.9% | -38.5% | -30.1% |
| 1Y | -2.1% | +17.2% | -19.4% | -9.2% |
| 3Y | +43.4% | -28.5% | +71.9% | +57.4% |
| 5Y | +47.0% | -21.7% | +68.7% | +55.7% |
| 10Y | +97.2% | -30.5% | +127.7% | +108.2% |
| All | +473.7% | +399.8% | +74.0% | +271.1% |
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