+26.8%
IP vs BMRN
-35.8%
+62.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.4% |
| 7D | -3.0% | -0.5% | -2.6% | -2.9% |
| 30D | +10.6% | +4.3% | +6.3% | +9.5% |
| 3M | -13.6% | -10.4% | -3.2% | -11.4% |
| 6M | +10.4% | +5.8% | +4.6% | +8.6% |
| YTD | -6.5% | -3.8% | -2.7% | -6.2% |
| 1Y | -2.1% | +11.1% | -13.2% | -5.6% |
| 3Y | +22.0% | -31.7% | +53.7% | +29.3% |
| 5Y | -9.7% | -30.9% | +21.2% | -7.0% |
| 10Y | +26.8% | -37.7% | +64.5% | +21.1% |
| All | +26.8% | -35.8% | +62.6% | +21.1% |
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 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