-16.1%
IP vs BMRN
-14.7%
-1.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.3% | +2.9% | -8.1% | -5.8% |
| 30D | -10.9% | +11.0% | -21.9% | -12.7% |
| 3M | +11.2% | +17.8% | -6.6% | +7.7% |
| 6M | -10.2% | +10.1% | -20.3% | -12.1% |
| YTD | -2.0% | +11.9% | -13.9% | -4.5% |
| 1Y | -19.1% | +17.2% | -36.3% | -22.1% |
| 3Y | +20.9% | -28.5% | +49.3% | +24.2% |
| All | -16.1% | -14.7% | -1.4% | -16.5% |
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