+55.4%
IOT vs BMRN
-20.6%
+76.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -4.5% | -1.3% | -3.2% | -4.0% |
| 30D | -2.4% | -6.5% | +4.1% | +0.3% |
| 3M | +19.0% | +18.3% | +0.7% | +8.9% |
| 6M | +19.6% | +8.9% | +10.8% | +13.1% |
| YTD | +8.3% | +10.5% | -2.3% | +1.2% |
| 1Y | -0.8% | +17.5% | -18.3% | -11.4% |
| 3Y | +24.4% | -27.7% | +52.1% | +42.0% |
| All | +55.4% | -20.6% | +76.0% | +54.1% |
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