+91.4%
IP vs BMRN
+399.8%
-308.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | +11.2% | +17.8% | -6.6% | +7.9% |
| 6M | -10.2% | +10.1% | -20.3% | -12.0% |
| YTD | -2.0% | +11.9% | -13.9% | -4.3% |
| 1Y | -19.1% | +17.2% | -36.3% | -22.0% |
| 3Y | +20.9% | -28.5% | +49.3% | +25.0% |
| 5Y | -17.8% | -21.7% | +3.9% | -17.5% |
| 10Y | +23.5% | -30.5% | +54.0% | +21.4% |
| All | +91.4% | +399.8% | -308.3% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling