+23.9%
IP vs BMRN
-28.1%
+52.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.3% | +2.9% | -8.1% | -5.7% |
| 30D | -10.9% | +11.0% | -21.9% | -12.6% |
| 3M | +11.2% | +17.8% | -6.6% | +8.0% |
| 6M | -10.2% | +10.1% | -20.3% | -12.1% |
| YTD | -2.0% | +11.9% | -13.9% | -4.3% |
| 1Y | -19.1% | +17.2% | -36.3% | -21.8% |
| All | +23.9% | -28.1% | +52.0% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling