-13.6%
IP vs BMRN
-30.6%
+17.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -0.3% | +2.1% | -2.4% | -0.7% |
| 30D | +7.9% | +3.8% | +4.1% | +7.2% |
| 3M | -15.3% | -16.5% | +1.2% | -12.4% |
| 6M | +10.5% | +6.9% | +3.6% | +8.9% |
| YTD | -9.4% | -3.7% | -5.7% | -9.2% |
| 1Y | -4.6% | +5.6% | -10.2% | -6.3% |
| 3Y | +21.2% | -31.4% | +52.6% | +25.7% |
| All | -13.6% | -30.6% | +17.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling