+15.9%
IP vs BMRN
-29.8%
+45.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -5.9% | -1.4% | -4.5% | -5.6% |
| 30D | -17.0% | -5.8% | -11.2% | -15.9% |
| 3M | +8.9% | +16.6% | -7.7% | +4.8% |
| 6M | -10.0% | +7.6% | -17.5% | -11.8% |
| YTD | -9.8% | +10.2% | -20.0% | -12.3% |
| 1Y | -22.6% | +20.2% | -42.8% | -26.7% |
| 3Y | +13.1% | -27.4% | +40.4% | +17.7% |
| 5Y | -22.3% | -16.0% | -6.3% | -23.8% |
| All | +15.9% | -29.8% | +45.7% | +6.7% |
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